Dynapack 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, April 24th, 2026
1 Day
3,328.72
increased by 883.68
1 Week
2,631.82
increased by 186.78
1 Month
2,162.31
decreased by 282.73
Analysis last updated: Friday, April 24, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.50 | |
| 0.0382 | 20.75 | |
| 0.9543 | 915.87 | |
| 0.0149 | 4.20 |
Estimation Period:
Oct 8, 1992 to Apr 17, 2026
Oct 8, 1992 to Apr 17, 2026
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