Shangri-La Asia 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, May 20th, 2026
1 Day
5,412.00
increased by 1,176.54
1 Week
4,421.14
increased by 185.68
1 Month
5,350.67
increased by 1,115.21
Analysis last updated: Wednesday, May 20, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.61 | |
| 0.0774 | 7.24 | |
| 0.9122 | 190.40 | |
| 0.0209 | 1.13 |
Estimation Period:
Jun 17, 1993 to May 15, 2026
Jun 17, 1993 to May 15, 2026
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