Sun Hung Kai & Co Ltd Spline 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
5,944.38
increased by 1,687.66
1 Week
4,785.71
increased by 528.99
1 Month
4,585.70
increased by 328.98
Analysis last updated: Friday, June 19, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7356 | 7,355,500.00 | |
| 0.1267 | 1,266,590.00 | |
| 0.8733 | 8,733,360.00 | |
| -0.9317 | -9,317,010.00 | |
| 1.3199 | 13,198,950.00 | |
| 0.2307 | 2,306,860.00 | |
| 1.3864 | 13,863,840.00 | |
| -4.4536 | -44,536,070.00 | |
| 3.0360 | 30,360,250.00 | |
| -1.8474 | -18,473,820.00 | |
| 3.1543 | 31,542,670.00 | |
| -2.6328 | -26,328,150.00 | |
| 0.4589 | 4,589,390.00 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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