Alwasail Industrial Company 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
4,429.44
decreased by 258.71
1 Week
5,252.75
increased by 564.60
1 Month
8,758.92
increased by 4,070.77
Analysis last updated: Friday, April 24, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.20 | |
| 0.0851 | 7.19 | |
| 0.8987 | 165.44 | |
| 0.0326 | 2.12 |
Estimation Period:
Jan 19, 2022 to Apr 23, 2026
Jan 19, 2022 to Apr 23, 2026
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