QNB Bank AS 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, July 7th, 2026
1 Day
4,858.69
increased by 85.55
1 Week
4,741.05
decreased by 32.09
1 Month
4,664.95
decreased by 108.19
Analysis last updated: Tuesday, July 7, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.28 | |
| 0.0128 | 1.97 | |
| 0.9890 | 833.86 | |
| -0.0034 | -0.41 |
Estimation Period:
Sep 9, 1993 to Jul 3, 2026
Sep 9, 1993 to Jul 3, 2026
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