Al-Saif Stores For Developme 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, April 26th, 2026
1 Day
6,343.00
decreased by 945.66
1 Week
5,006.39
decreased by 2,282.27
1 Month
5,050.42
decreased by 2,238.24
Analysis last updated: Friday, April 24, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.66 | |
| 0.1444 | 8.82 | |
| 0.8451 | 131.96 | |
| 0.0211 | 0.98 |
Estimation Period:
Dec 27, 2022 to Apr 23, 2026
Dec 27, 2022 to Apr 23, 2026
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