Saftec 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 Thursday, July 2nd, 2026
1 Day
4,157.93
increased by 907.99
1 Week
3,514.39
increased by 264.45
1 Month
3,673.12
increased by 423.18
Analysis last updated: Thursday, July 2, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.00 | |
| 0.0408 | 17.02 | |
| 0.9442 | 547.35 | |
| 0.0300 | 7.46 |
Estimation Period:
Oct 13, 1995 to Jun 26, 2026
Oct 13, 1995 to Jun 26, 2026
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