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 Thursday, April 30th, 2026
1 Day
393.92
decreased by 56.80
1 Week
602.64
increased by 151.92
1 Month
2,745.57
increased by 2,294.85
Analysis last updated: Friday, May 1, 2026 at 05:54 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2026 | 0.21 | |
| 0.3124 | 0.01 | |
| 0.6876 | 0.03 | |
| -3.6249 | -0.01 | |
| 1.2314 | 0.00 | |
| 5.2992 | 0.04 | |
| -4.2942 | -0.05 | |
| 1.6890 | 0.03 | |
| 0.0263 | 0.00 | |
| -1.2185 | -0.04 | |
| 2.0540 | 0.07 |
Estimation Period:
May 28, 2013 to Apr 24, 2026
May 28, 2013 to Apr 24, 2026
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