Standard Char Bk (Pakistan) 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, June 1st, 2026
1 Day
7,533.61
decreased by 221.13
1 Week
7,644.17
decreased by 110.57
1 Month
9,170.83
increased by 1,416.09
Analysis last updated: Sunday, May 31, 2026 at 02:06 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.9548 | 64.06 | |
| 0.0905 | 0.78 |
Estimation Period:
Apr 18, 2007 to May 29, 2026
Apr 18, 2007 to May 29, 2026
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