Gulf Union Alahlia Cooperati 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, May 19th, 2026
1 Day
8,691.96
increased by 5,406.27
1 Week
4,314.78
increased by 1,029.09
1 Month
4,334.85
increased by 1,049.16
Analysis last updated: Tuesday, May 19, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.11 | |
| 0.0961 | 22.27 | |
| 0.8313 | 340.85 | |
| 0.1451 | 22.04 |
Estimation Period:
Nov 12, 2007 to May 14, 2026
Nov 12, 2007 to May 14, 2026
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