Attock Cement Pakistan Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, March 30th, 2026
1 Day
3,718.62
increased by 2,245.92
1 Week
1,847.52
increased by 374.82
1 Month
1,215.88
decreased by 256.82
Analysis last updated: Sunday, March 29, 2026 at 03:05 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.85 | |
| 0.0623 | 12.30 | |
| 0.8451 | 167.18 | |
| 0.1853 | 9.21 |
Estimation Period:
Oct 16, 2003 to Mar 27, 2026
Oct 16, 2003 to Mar 27, 2026
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