Dubai Taxi Company P J S C 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 Tuesday, April 28th, 2026
1 Day
6,777.08
increased by 14.39
1 Week
6,873.88
increased by 111.19
1 Month
7,451.34
increased by 688.65
Analysis last updated: Tuesday, April 28, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.59 | |
| 0.0095 | 1.80 | |
| 0.9800 | 387.96 | |
| 0.0211 | 2.31 |
Estimation Period:
Dec 6, 2023 to Apr 24, 2026
Dec 6, 2023 to Apr 24, 2026
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