Palash Securities Ltd ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, May 6th, 2026
1 Day
110,709.20
decreased by 565.40
1 Week
116,843.22
increased by 5,568.62
1 Month
199,105.46
increased by 87,830.86
Analysis last updated: Wednesday, May 6, 2026 at 07:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.5359 | 0.17 | |
| 0.7141 | 40.18 | |
| -0.5000 | -0.08 | |
| 0.0196 | 0.17 | |
| 0.0000 | 0.10 | |
| 0.0756 | 0.71 |
Estimation Period:
Jul 28, 2017 to Apr 30, 2026
Jul 28, 2017 to Apr 30, 2026
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