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 Monday, June 1st, 2026
1 Day
5,864.95
decreased by 966.80
1 Week
6,348.35
decreased by 483.40
1 Month
7,554.16
increased by 722.41
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 | |
|---|---|---|
| 0.7890 | 0.14 | |
| 0.1895 | 0.03 | |
| 0.8105 | 0.14 | |
| 0.0721 | 0.01 | |
| -4.7723 | -0.11 | |
| 12.0582 | 0.12 | |
| -11.0832 | -0.11 | |
| 4.2121 | 0.10 | |
| -0.9394 | -0.12 | |
| 0.5580 | 0.08 |
Estimation Period:
Apr 18, 2007 to May 29, 2026
Apr 18, 2007 to May 29, 2026
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