Standard Char Bk (Pakistan) Spline 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, May 5th, 2026
1 Day
6,459.35
increased by 381.96
1 Week
6,027.14
decreased by 50.25
1 Month
5,605.92
decreased by 471.47
Analysis last updated: Tuesday, May 5, 2026 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8077 | 0.12 | |
| 0.1889 | 0.03 | |
| 0.8110 | 0.12 | |
| 0.0801 | 0.01 | |
| -4.7679 | -0.09 | |
| 11.9913 | 0.11 | |
| -10.9846 | -0.10 | |
| 4.1528 | 0.09 | |
| -0.9034 | -0.09 | |
| 0.4812 | 0.06 |
Estimation Period:
Apr 18, 2007 to Apr 30, 2026
Apr 18, 2007 to Apr 30, 2026
Other Standard Char Bk (Pakistan) Analyses
Other Spline ILLIQ Analyses on International Equities