Pakistan Aluminium Beverage 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, May 4th, 2026
1 Day
8,389.75
increased by 4,449.16
1 Week
5,155.50
increased by 1,214.91
1 Month
5,619.53
increased by 1,678.94
Analysis last updated: Friday, May 1, 2026 at 11:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.03 | |
| 0.0993 | 5.36 | |
| 0.8255 | 130.51 | |
| 0.1504 | 4.84 |
Estimation Period:
Jul 16, 2021 to Apr 30, 2026
Jul 16, 2021 to Apr 30, 2026
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