Image Pakistan Limited Spline 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 7th, 2026
1 Day
3,747.82
decreased by 1,220.93
1 Week
5,773.27
increased by 804.52
1 Month
5,617.24
increased by 648.49
Analysis last updated: Tuesday, April 7, 2026 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2017 | 0.19 | |
| 0.3106 | 0.01 | |
| 0.6893 | 0.03 | |
| -3.6337 | -0.01 | |
| 1.2320 | 0.00 | |
| 5.2554 | 0.04 | |
| -4.1450 | -0.05 | |
| 1.4873 | 0.03 | |
| 0.2406 | 0.01 | |
| -1.4613 | -0.08 | |
| 2.4463 | 0.15 |
Estimation Period:
May 28, 2013 to Apr 3, 2026
May 28, 2013 to Apr 3, 2026
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