Sun Hung Kai & 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 22nd, 2026
1 Day
6,629.08
increased by 977.08
1 Week
5,877.59
increased by 225.59
1 Month
5,972.10
increased by 320.10
Analysis last updated: Friday, June 19, 2026 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0041 | 0.86 | |
| 0.9639 | 259.12 | |
| 0.0639 | 3.71 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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