Bangladesh Finance PLC Spline 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
10,470.84
decreased by 187.19
1 Week
7,207.88
decreased by 3,450.15
1 Month
6,873.54
decreased by 3,784.49
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 | |
|---|---|---|
| 0.6639 | 2.94 | |
| 0.2468 | 0.62 | |
| 0.7531 | 1.91 | |
| 1.1930 | 0.13 | |
| -2.4305 | -0.28 | |
| -1.9265 | -0.16 | |
| 2.7929 | 0.17 | |
| -4.1228 | -0.20 | |
| 20.4187 | 0.31 | |
| -24.9107 | -0.44 | |
| 22.6554 | 1.93 | |
| -38.0728 | -0.98 | |
| 42.9008 | 0.60 |
Estimation Period:
Oct 3, 2008 to Jun 18, 2026
Oct 3, 2008 to Jun 18, 2026
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