Taiwan Advance Bio-Pharm 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 Thursday, May 28th, 2026
1 Day
5,096.23
increased by 4,059.36
1 Week
2,496.03
increased by 1,459.16
1 Month
5,664.47
increased by 4,627.60
Analysis last updated: Friday, May 29, 2026 at 12:00 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.3125 | 0.63 | |
| 0.5209 | 1.60 | |
| 0.3332 | 0.11 |
Estimation Period:
Nov 29, 2012 to May 22, 2026
Nov 29, 2012 to May 22, 2026
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