Arti Surfactants 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
5,005.63
decreased by 333.85
1 Week
5,523.70
increased by 184.22
1 Month
5,127.92
decreased by 211.56
Analysis last updated: Sunday, June 21, 2026 at 01:12 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.88 | |
| 0.0766 | 12.30 | |
| 0.8713 | 173.85 | |
| 0.1042 | 11.51 |
Estimation Period:
Aug 10, 2020 to Jun 19, 2026
Aug 10, 2020 to Jun 19, 2026
Other Arti Surfactants Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities