Nishat Chunian 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 Monday, April 20th, 2026
1 Day
3,650.52
decreased by 356.34
1 Week
4,655.05
increased by 648.19
1 Month
6,968.06
increased by 2,961.20
Analysis last updated: Sunday, April 19, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1085 | 3.14 | |
| 0.0652 | 3.12 | |
| 0.8712 | 82.51 | |
| 0.1272 | 6.92 |
Estimation Period:
Jan 16, 1996 to Apr 17, 2026
Jan 16, 1996 to Apr 17, 2026
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