Amlak Finance 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, May 3rd, 2026
1 Day
10,462.34
increased by 9,754.47
1 Week
2,754.33
increased by 2,046.46
1 Month
2,381.43
increased by 1,673.56
Analysis last updated: Saturday, May 2, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.56 | |
| 0.1130 | 13.13 | |
| 0.8387 | 242.81 | |
| 0.0966 | 8.69 |
Estimation Period:
May 10, 2008 to May 1, 2026
May 10, 2008 to May 1, 2026
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