Africa Israel Residences 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 Tuesday, April 28th, 2026
1 Day
6,666.94
increased by 128.69
1 Week
6,701.73
increased by 163.48
1 Month
5,896.81
decreased by 641.44
Analysis last updated: Tuesday, April 28, 2026 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.30 | |
| 0.0525 | 8.67 | |
| 0.9287 | 371.47 | |
| 0.0377 | 3.85 |
Estimation Period:
Dec 12, 2006 to Apr 24, 2026
Dec 12, 2006 to Apr 24, 2026
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