Shangri-La Asia Ltd ILLIQ-MFMEM 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
5,303.43
increased by 1,082.35
1 Week
4,227.25
increased by 6.17
1 Month
5,840.32
increased by 1,619.24
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 | |
|---|---|---|
| 21 | ||
| 0.0215 | 0.00 | |
| 0.9800 | 9.75 | |
| -0.0031 | 0.00 | |
| 10.0000 | 0.00 | |
| 0.8424 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 17, 1993 to May 15, 2026
Jun 17, 1993 to May 15, 2026
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