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Pakistan Aluminium Beverage Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

8,066.58

increased by 1,055.05

1 Week

5,250.79

decreased by 1,760.74

1 Month

3,665.54

decreased by 3,345.99

Analysis last updated: Wednesday, July 15, 2026 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Pakistan Aluminium Beverage ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 16, 2021 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 44 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4027
1.89*
α

ARCH

Response to squared shocks

0.3330
5.09***
β

GARCH

Volatility persistence

0.6513
13.84***
γi Spline Coefficients
K=2
γ1-0.6447
-2.13**
γ21.4290
2.50**

Persistence:

0.984

Half-life:

44 days