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 Monday, June 1st, 2026
1 Day
4,900.42
increased by 283.48
1 Week
4,855.86
increased by 238.92
1 Month
6,029.65
increased by 1,412.71
Analysis last updated: Sunday, May 31, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.98 | |
| 0.0400 | 16.91 | |
| 0.9450 | 549.73 | |
| 0.0300 | 7.52 |
Estimation Period:
Oct 13, 1995 to May 29, 2026
Oct 13, 1995 to May 29, 2026
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