Ajman Bank PJSC 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 Sunday, July 5th, 2026
1 Day
7,110.70
decreased by 293.14
1 Week
7,250.74
decreased by 153.10
1 Month
8,203.71
increased by 799.87
Analysis last updated: Saturday, July 4, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.21 | |
| 0.0222 | 9.13 | |
| 0.9423 | 630.71 | |
| 0.0710 | 11.66 |
Estimation Period:
Jun 20, 2008 to Jul 3, 2026
Jun 20, 2008 to Jul 3, 2026
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