Philippine National Bank 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 Friday, June 19th, 2026
1 Day
6,233.29
increased by 3,924.86
1 Week
3,485.46
increased by 1,177.03
1 Month
3,971.88
increased by 1,663.45
Analysis last updated: Friday, June 19, 2026 at 10:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1553 | 0.00 | |
| 0.8993 | 55.02 | |
| -0.1091 | 0.00 | |
| 0.0346 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 24, 1994 to Jun 11, 2026
Jun 24, 1994 to Jun 11, 2026
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