Ncb Financial Group 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 Thursday, April 2nd, 2026
1 Day
2,566.04
increased by 1,098.10
1 Week
1,823.24
increased by 355.30
1 Month
2,196.86
increased by 728.92
Analysis last updated: Thursday, April 2, 2026 at 07:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.31 | |
| 0.0403 | 12.89 | |
| 0.9194 | 301.25 | |
| 0.0806 | 7.78 |
Estimation Period:
Mar 17, 2017 to Mar 27, 2026
Mar 17, 2017 to Mar 27, 2026
Other Ncb Financial Group Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities