CFC Stanbic Holdings Ltd 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 Thursday, June 11th, 2026
1 Day
3,545.58
decreased by 51.34
1 Week
3,652.09
increased by 55.17
1 Month
3,542.93
decreased by 53.99
Analysis last updated: Thursday, June 11, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.72 | |
| 0.0106 | 9.46 | |
| 0.9824 | 898.84 | |
| 0.0139 | 5.12 |
Estimation Period:
Mar 25, 1991 to Jun 5, 2026
Mar 25, 1991 to Jun 5, 2026
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