Sun Hung Kai & Co 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 Monday, June 22nd, 2026
1 Day
8,737.73
increased by 921.42
1 Week
8,148.79
increased by 332.48
1 Month
8,400.90
increased by 584.59
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 | |
|---|---|---|
| 126 | ||
| 0.0748 | 0.17 | |
| 0.9526 | 219.70 | |
| -0.0549 | -0.06 | |
| 0.0000 | 0.20 | |
| 0.0047 | 0.36 | |
| 0.9832 | 39.09 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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