Shin Foong Specialty 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, April 1st, 2026
1 Day
4,388.12
decreased by 253.53
1 Week
5,034.35
increased by 392.70
1 Month
5,658.56
increased by 1,016.91
Analysis last updated: Wednesday, April 1, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7505 | 2.51 | |
| 0.0909 | 8.78 | |
| 0.8839 | 114.42 | |
| 0.0503 | 4.02 |
Estimation Period:
Jun 30, 2016 to Mar 27, 2026
Jun 30, 2016 to Mar 27, 2026
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