Nimir Industrial Chemicals 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, June 29th, 2026
1 Day
3,583.60
decreased by 305.18
1 Week
3,897.60
increased by 8.82
1 Month
7,696.63
increased by 3,807.85
Analysis last updated: Thursday, June 25, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9202 | 4.84 | |
| 0.1595 | 0.08 |
Estimation Period:
Nov 22, 2005 to Jun 24, 2026
Nov 22, 2005 to Jun 24, 2026
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