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, May 21st, 2026
1 Day
3,733.16
increased by 16.85
1 Week
3,470.57
decreased by 245.74
1 Month
3,354.77
decreased by 361.54
Analysis last updated: Thursday, May 21, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.79 | |
| 0.0106 | 9.63 | |
| 0.9823 | 925.86 | |
| 0.0141 | 5.05 |
Estimation Period:
Mar 25, 1991 to May 15, 2026
Mar 25, 1991 to May 15, 2026
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