Douja Promotion Groupe Addoha 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 Wednesday, April 1st, 2026
1 Day
5,527.88
decreased by 269.88
1 Week
5,073.94
decreased by 723.82
1 Month
4,130.73
decreased by 1,667.03
Analysis last updated: Wednesday, April 1, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.56 | |
| 0.0572 | 19.05 | |
| 0.9216 | 468.30 | |
| 0.0423 | 8.72 |
Estimation Period:
Jul 10, 2006 to Mar 27, 2026
Jul 10, 2006 to Mar 27, 2026
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