Olp Financial Services Pak 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 Tuesday, July 7th, 2026
1 Day
20,561.51
increased by 30.02
1 Week
21,291.47
increased by 759.98
1 Month
28,314.61
increased by 7,783.12
Analysis last updated: Tuesday, July 7, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.20 | |
| 0.0621 | 2.36 | |
| 0.9553 | 424.57 | |
| -0.0348 | -1.33 |
Estimation Period:
Mar 31, 1995 to Jul 3, 2026
Mar 31, 1995 to Jul 3, 2026
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