Bank of Africa 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 Friday, April 24th, 2026
1 Day
36,182.30
increased by 9.63
1 Week
36,452.64
increased by 279.97
1 Month
38,954.97
increased by 2,782.30
Analysis last updated: Friday, April 24, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.83 | |
| 0.0072 | 3.44 | |
| 0.9921 | 723.63 | |
| 0.0014 | 0.51 |
Estimation Period:
Jul 1, 1993 to Apr 17, 2026
Jul 1, 1993 to Apr 17, 2026
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