Bangladesh Finance PLC 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 Thursday, June 25th, 2026
1 Day
20,794.42
increased by 5.00
1 Week
20,784.42
decreased by 5.00
1 Month
20,754.42
decreased by 35.00
Analysis last updated: Thursday, June 25, 2026 at 05:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 7.88 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 3, 2008 to Jun 18, 2026
Oct 3, 2008 to Jun 18, 2026
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