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 Tuesday, April 7th, 2026
1 Day
3,503.96
increased by 169.00
1 Week
3,373.32
increased by 38.36
1 Month
3,537.82
increased by 202.86
Analysis last updated: Friday, April 3, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.60 | |
| 0.0106 | 9.69 | |
| 0.9824 | 945.50 | |
| 0.0140 | 5.08 |
Estimation Period:
Mar 25, 1991 to Apr 2, 2026
Mar 25, 1991 to Apr 2, 2026
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