Central General Dev 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 Friday, June 5th, 2026
1 Day
7,267.01
increased by 3,235.18
1 Week
4,576.12
increased by 544.29
1 Month
3,707.41
decreased by 324.42
Analysis last updated: Friday, June 5, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.69 | |
| 0.0738 | 10.43 | |
| 0.8907 | 279.21 | |
| 0.0712 | 7.43 |
Estimation Period:
Dec 26, 2006 to May 29, 2026
Dec 26, 2006 to May 29, 2026
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