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 Monday, June 22nd, 2026
1 Day
3,979.60
increased by 892.45
1 Week
3,121.69
increased by 34.54
1 Month
3,087.85
increased by 0.70
Analysis last updated: Sunday, June 21, 2026 at 02:33 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.52 | |
| 0.0383 | 20.86 | |
| 0.9542 | 910.48 | |
| 0.0150 | 4.28 |
Estimation Period:
Oct 8, 1992 to Jun 19, 2026
Oct 8, 1992 to Jun 19, 2026
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