Arif Habib 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, May 12th, 2026
1 Day
5,502.42
increased by 453.23
1 Week
5,469.16
increased by 419.97
1 Month
8,590.79
increased by 3,541.60
Analysis last updated: Tuesday, May 12, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.95 | |
| 0.0279 | 3.11 | |
| 0.8956 | 152.05 | |
| 0.1530 | 17.02 |
Estimation Period:
Feb 14, 2007 to May 8, 2026
Feb 14, 2007 to May 8, 2026
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