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V-Lab

Pak-Qatar General Takaful Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 17th, 2026

1 Day

6,374.11

decreased by 2,094.32

1 Week

4,229.65

decreased by 4,238.78

1 Month

1,774.84

decreased by 6,693.59

Analysis last updated: Friday, July 17, 2026 at 08:47 PM UTC

Date Range:

from

to

6M ·

All

graph of Pak-Qatar General Takaful Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 10, 2026 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 3 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9100
3.43***
α

ARCH

Response to squared shocks

0.3277
2.79***
β

GARCH

Volatility persistence

0.4772
2.05**
γi Spline Coefficients
K=1
γ1-45.2659
-2.35**

Persistence:

0.805

Half-life:

3 days