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 29th, 2026
1 Day
414.57
decreased by 20.61
1 Week
412.03
decreased by 23.15
1 Month
384.75
decreased by 50.43
Analysis last updated: Saturday, June 27, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.89 | |
| 0.1429 | 10.11 | |
| 0.8280 | 329.86 | |
| 0.0583 | 2.06 |
Estimation Period:
Dec 6, 2018 to Jun 26, 2026
Dec 6, 2018 to Jun 26, 2026
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