Takaful Islami Insurance PLC 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 Tuesday, July 7th, 2026
1 Day
6,110.83
decreased by 325.96
1 Week
6,640.71
increased by 203.92
1 Month
8,112.85
increased by 1,676.06
Analysis last updated: Tuesday, July 7, 2026 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0255 | 1.10 | |
| 0.9415 | 56.26 | |
| 0.0659 | 0.66 |
Estimation Period:
Sep 29, 2009 to Jul 2, 2026
Sep 29, 2009 to Jul 2, 2026
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