Hamai Industries 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, July 1st, 2026
1 Day
4,166.32
increased by 2,085.63
1 Week
2,603.19
increased by 522.50
1 Month
2,315.89
increased by 235.20
Analysis last updated: Wednesday, July 1, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.68 | |
| 0.0714 | 23.74 | |
| 0.9243 | 642.30 | |
| 0.0087 | 1.79 |
Estimation Period:
Jan 20, 1995 to Jun 26, 2026
Jan 20, 1995 to Jun 26, 2026
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