Kedge Construction 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 Monday, June 8th, 2026
1 Day
469.17
decreased by 45.91
1 Week
482.13
decreased by 32.95
1 Month
510.34
decreased by 4.74
Analysis last updated: Sunday, June 7, 2026 at 01:25 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.55 | |
| 0.0788 | 21.23 | |
| 0.8637 | 428.22 | |
| 0.1150 | 18.71 |
Estimation Period:
Jun 20, 2001 to Jun 5, 2026
Jun 20, 2001 to Jun 5, 2026
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