Karooooo Ltd 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 Wednesday, June 10th, 2026
1 Day
5,124.94
decreased by 580.79
1 Week
5,290.13
decreased by 415.60
1 Month
4,323.70
decreased by 1,382.03
Analysis last updated: Tuesday, June 9, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.29 | |
| 0.0974 | 11.41 | |
| 0.8863 | 227.14 | |
| 0.0326 | 2.84 |
Estimation Period:
Apr 2, 2021 to Jun 5, 2026
Apr 2, 2021 to Jun 5, 2026
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