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 Tuesday, May 26th, 2026
1 Day
7,500.54
decreased by 1,254.85
1 Week
6,987.89
decreased by 1,767.50
1 Month
6,526.23
decreased by 2,229.16
Analysis last updated: Tuesday, May 26, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.05 | |
| 0.0976 | 5.32 | |
| 0.8271 | 129.32 | |
| 0.1505 | 4.99 |
Estimation Period:
Jul 16, 2021 to May 22, 2026
Jul 16, 2021 to May 22, 2026
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