Palma 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, April 20th, 2026
1 Day
3,848.19
decreased by 38.49
1 Week
4,253.60
increased by 366.92
1 Month
5,123.44
increased by 1,236.76
Analysis last updated: Saturday, April 18, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.84 | |
| 0.0835 | 17.13 | |
| 0.8714 | 303.30 | |
| 0.0903 | 8.10 |
Estimation Period:
Aug 11, 2015 to Apr 17, 2026
Aug 11, 2015 to Apr 17, 2026
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