Halwani Brothers Co Ltd 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 Thursday, June 11th, 2026
1 Day
5,891.89
increased by 615.47
1 Week
4,706.80
decreased by 569.62
1 Month
4,917.20
decreased by 359.22
Analysis last updated: Thursday, June 11, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.52 | |
| 0.1116 | 21.49 | |
| 0.8277 | 351.33 | |
| 0.1214 | 15.17 |
Estimation Period:
Jul 18, 2008 to Jun 4, 2026
Jul 18, 2008 to Jun 4, 2026
Other Halwani Brothers Co Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities