Allied Industrial Corp 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, April 20th, 2026
1 Day
3,194.91
decreased by 870.56
1 Week
4,256.57
increased by 191.10
1 Month
5,549.37
increased by 1,483.90
Analysis last updated: Sunday, April 19, 2026 at 02:39 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.1141 | 3.89 | |
| 0.7846 | 32.85 | |
| 0.2025 | 4.92 |
Estimation Period:
Sep 10, 2001 to Apr 17, 2026
Sep 10, 2001 to Apr 17, 2026
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