Al Tawfeek Leasing 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, June 21st, 2026
1 Day
4,565.36
decreased by 431.21
1 Week
5,147.28
increased by 150.71
1 Month
4,171.48
decreased by 825.09
Analysis last updated: Thursday, June 18, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.62 | |
| 0.0521 | 5.96 | |
| 0.9019 | 231.19 | |
| 0.0920 | 6.59 |
Estimation Period:
Jan 1, 2018 to Jun 17, 2026
Jan 1, 2018 to Jun 17, 2026
Other Al Tawfeek Leasing Analyses
Other Asymmetric ILLIQ Analyses on International Equities