Housefreedom 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 Friday, April 17th, 2026
1 Day
5,235.26
increased by 1,926.39
1 Week
3,840.25
increased by 531.38
1 Month
3,574.42
increased by 265.55
Analysis last updated: Friday, April 17, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.95 | |
| 0.0822 | 23.00 | |
| 0.8915 | 412.18 | |
| 0.0525 | 8.16 |
Estimation Period:
Feb 14, 2006 to Apr 10, 2026
Feb 14, 2006 to Apr 10, 2026
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