Nishat Chunian Ltd Spline 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
2,616.87
decreased by 16.15
1 Week
3,499.96
increased by 866.94
1 Month
5,875.92
increased by 3,242.90
Analysis last updated: Sunday, April 19, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2526 | 0.01 | |
| 0.2274 | 0.00 | |
| 0.7726 | 0.00 | |
| -0.8528 | -0.03 | |
| 3.7090 | 0.00 | |
| -6.9645 | 0.00 | |
| 7.3041 | 0.01 | |
| -4.4646 | -0.01 | |
| 1.6207 | 0.00 | |
| -0.6381 | 0.00 | |
| 0.5010 | 0.03 | |
| -0.1986 | -0.01 | |
| -0.4215 | -0.02 |
Estimation Period:
Jan 16, 1996 to Apr 17, 2026
Jan 16, 1996 to Apr 17, 2026
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