Kuk Young G&M Co Ltd 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, April 21st, 2026
1 Day
26.85
increased by 9.50
1 Week
23.04
increased by 5.69
1 Month
25.23
increased by 7.88
Analysis last updated: Tuesday, April 21, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1568 | 8.82 | |
| 0.1211 | 12.32 | |
| 0.8038 | 228.42 | |
| 0.1502 | 7.96 |
Estimation Period:
Jan 26, 2001 to Apr 17, 2026
Jan 26, 2001 to Apr 17, 2026
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