Yancoal Australia 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
359.32
increased by 44.46
1 Week
375.24
increased by 60.38
1 Month
447.99
increased by 133.13
Analysis last updated: Saturday, June 6, 2026 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.88 | |
| 0.1429 | 10.10 | |
| 0.8278 | 328.90 | |
| 0.0586 | 2.06 |
Estimation Period:
Dec 6, 2018 to Jun 5, 2026
Dec 6, 2018 to Jun 5, 2026
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