Ajman Bank PJSC Spline 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
4,766.68
increased by 283.57
1 Week
4,428.73
decreased by 54.38
1 Month
5,044.56
increased by 561.45
Analysis last updated: Saturday, July 4, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0766 | 6.20 | |
| 0.1897 | 0.54 | |
| 0.8103 | 2.31 | |
| 1.0493 | 0.73 | |
| -2.8125 | -1.39 | |
| 3.2649 | 3.91 | |
| -3.0170 | -5.56 | |
| 3.0342 | 6.96 | |
| -2.5617 | -6.26 | |
| -0.2441 | -0.31 | |
| 4.2350 | 2.55 | |
| -5.3046 | -2.02 |
Estimation Period:
Jun 20, 2008 to Jul 3, 2026
Jun 20, 2008 to Jul 3, 2026
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