F&M 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 Wednesday, June 17th, 2026
1 Day
4,823.71
increased by 4,565.51
1 Week
1,174.11
increased by 915.91
1 Month
474.86
increased by 216.66
Analysis last updated: Wednesday, June 17, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2434 | 5.27 | |
| 0.0818 | 23.92 | |
| 0.8884 | 307.84 | |
| 0.0596 | 8.05 |
Estimation Period:
Mar 23, 2001 to Jun 12, 2026
Mar 23, 2001 to Jun 12, 2026
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