Egyptian Iron & Steel Co 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 7th, 2026
1 Day
3,706.76
increased by 1,811.71
1 Week
1,809.91
decreased by 85.14
1 Month
1,454.89
decreased by 440.16
Analysis last updated: Tuesday, April 7, 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 | 0.04 | |
| 0.1021 | 7.48 | |
| 0.8065 | 44.98 | |
| 0.1829 | 2.58 |
Estimation Period:
Aug 27, 1996 to Apr 2, 2026
Aug 27, 1996 to Apr 2, 2026
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