Sonar Bangla Insurance 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 Wednesday, April 15th, 2026
1 Day
16,932.73
decreased by 81.53
1 Week
17,072.73
increased by 58.47
1 Month
17,651.33
increased by 637.07
Analysis last updated: Tuesday, April 14, 2026 at 06:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.15 | |
| 0.0041 | 1.05 | |
| 0.9912 | 308.68 | |
| 0.0093 | 1.90 |
Estimation Period:
Oct 19, 2009 to Apr 13, 2026
Oct 19, 2009 to Apr 13, 2026
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