System Location 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 12th, 2026
1 Day
7,219.72
increased by 4,052.96
1 Week
4,311.04
increased by 1,144.28
1 Month
2,769.29
decreased by 397.47
Analysis last updated: Tuesday, May 12, 2026 at 07:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.60 | |
| 0.0764 | 21.19 | |
| 0.8985 | 434.67 | |
| 0.0502 | 7.22 |
Estimation Period:
Apr 21, 2006 to May 8, 2026
Apr 21, 2006 to May 8, 2026
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