Misr Duty Free Shops 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, April 19th, 2026
1 Day
8,108.40
increased by 445.94
1 Week
7,860.43
increased by 197.97
1 Month
8,750.79
increased by 1,088.33
Analysis last updated: Friday, April 17, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.40 | |
| 0.0217 | 8.29 | |
| 0.9804 | 921.44 | |
| -0.0043 | -1.12 |
Estimation Period:
Feb 6, 1998 to Apr 16, 2026
Feb 6, 1998 to Apr 16, 2026
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