Oman Telecommunications Co SAOG 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 Sunday, May 24th, 2026
1 Day
2,691.71
increased by 526.29
1 Week
2,157.11
decreased by 8.31
1 Month
1,756.35
decreased by 409.07
Analysis last updated: Saturday, May 23, 2026 at 03:41 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.86 | |
| 0.0283 | 9.66 | |
| 0.9555 | 1,114.90 | |
| 0.0326 | 4.81 |
Estimation Period:
Aug 2, 2005 to May 21, 2026
Aug 2, 2005 to May 21, 2026
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