Dawood Lawrencepur Ltd ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, May 18th, 2026
1 Day
10,535.16
increased by 3,900.96
1 Week
7,682.88
increased by 1,048.68
1 Month
9,416.61
increased by 2,782.41
Analysis last updated: Saturday, May 16, 2026 at 11:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1522 | 1.45 | |
| 0.9239 | 67.88 | |
| -0.1522 | -0.83 | |
| 0.0000 | 0.00 | |
| 0.0047 | 6.37 | |
| 0.9953 | 583.07 |
Estimation Period:
Dec 28, 2004 to May 15, 2026
Dec 28, 2004 to May 15, 2026
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