Turkiye Is Bankasi As 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, June 23rd, 2026
1 Day
6,707.50
decreased by 594.60
1 Week
7,338.39
increased by 36.29
1 Month
6,582.76
decreased by 719.34
Analysis last updated: Tuesday, June 23, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.27 | |
| 0.0634 | 28.24 | |
| 0.9179 | 686.01 | |
| 0.0375 | 9.11 |
Estimation Period:
Mar 28, 1995 to Jun 19, 2026
Mar 28, 1995 to Jun 19, 2026
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