Jordan Petroleum Refinery 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 Sunday, May 17th, 2026
1 Day
5,011.58
decreased by 356.49
1 Week
5,276.91
decreased by 91.16
1 Month
5,109.75
decreased by 258.32
Analysis last updated: Friday, May 15, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.07 | |
| 0.0543 | 13.81 | |
| 0.9198 | 303.26 | |
| 0.0519 | 3.74 |
Estimation Period:
Jan 20, 1995 to May 14, 2026
Jan 20, 1995 to May 14, 2026
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