Tihama Advertising Public Relations and Marketing Co 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 Sunday, July 5th, 2026
1 Day
3,964.59
decreased by 568.31
1 Week
4,727.73
increased by 194.83
1 Month
5,490.77
increased by 957.87
Analysis last updated: Friday, July 3, 2026 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.34 | |
| 0.0349 | 1.46 | |
| 0.8129 | 100.15 | |
| 0.3044 | 8.45 |
Estimation Period:
Nov 12, 2001 to Jul 2, 2026
Nov 12, 2001 to Jul 2, 2026
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