Marseilia Egyptian Gulf Real Estate Investment SAE 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
6,529.37
decreased by 159.26
1 Week
6,785.79
increased by 97.16
1 Month
7,730.64
increased by 1,042.01
Analysis last updated: Tuesday, April 7, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.19 | |
| 0.0441 | 8.96 | |
| 0.9530 | 488.24 | |
| 0.0058 | 0.90 |
Estimation Period:
Apr 4, 2012 to Apr 2, 2026
Apr 4, 2012 to Apr 2, 2026
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