Middle Egypt Flour Mills 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 24th, 2026
1 Day
10,506.61
increased by 583.33
1 Week
10,230.02
increased by 306.74
1 Month
11,048.92
increased by 1,125.64
Analysis last updated: Saturday, May 23, 2026 at 02:07 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.23 | |
| 0.0138 | 4.80 | |
| 0.9818 | 1,241.17 | |
| 0.0090 | 1.66 |
Estimation Period:
Sep 30, 1996 to May 21, 2026
Sep 30, 1996 to May 21, 2026
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