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 Monday, July 6th, 2026
1 Day
3,218.81
decreased by 46.91
1 Week
3,295.59
increased by 29.87
1 Month
3,505.33
increased by 239.61
Analysis last updated: Sunday, July 5, 2026 at 12:07 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.69 | |
| 0.0106 | 9.35 | |
| 0.9824 | 885.86 | |
| 0.0140 | 5.15 |
Estimation Period:
Mar 25, 1991 to Jul 3, 2026
Mar 25, 1991 to Jul 3, 2026
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