Allied Gold Corp 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, May 29th, 2026
1 Day
399.38
increased by 2.54
1 Week
381.32
decreased by 15.52
1 Month
352.11
decreased by 44.73
Analysis last updated: Friday, May 29, 2026 at 12:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5904 | 3.88 | |
| 0.1118 | 13.63 | |
| 0.8372 | 153.28 | |
| 0.1020 | 9.79 |
Estimation Period:
Sep 11, 2023 to May 22, 2026
Sep 11, 2023 to May 22, 2026
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