Hob 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, May 19th, 2026
1 Day
4,061.67
decreased by 224.39
1 Week
4,600.93
increased by 314.87
1 Month
4,895.69
increased by 609.63
Analysis last updated: Tuesday, May 19, 2026 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.79 | |
| 0.0898 | 19.64 | |
| 0.8960 | 327.98 | |
| 0.0282 | 4.72 |
Estimation Period:
Aug 1, 2005 to May 15, 2026
Aug 1, 2005 to May 15, 2026
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