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, May 18th, 2026
1 Day
420.54
decreased by 45.58
1 Week
563.28
increased by 97.16
1 Month
494.87
increased by 28.75
Analysis last updated: Saturday, May 16, 2026 at 09:04 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 | |
| 0.1423 | 10.07 | |
| 0.8280 | 330.01 | |
| 0.0594 | 2.09 |
Estimation Period:
Dec 6, 2018 to May 15, 2026
Dec 6, 2018 to May 15, 2026
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