Aedas Homes Sau 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 Thursday, April 16th, 2026
1 Day
22,771.84
decreased by 2,438.99
1 Week
26,503.51
increased by 1,292.68
1 Month
25,262.38
increased by 51.55
Analysis last updated: Thursday, April 16, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.36 | |
| 0.0687 | 12.00 | |
| 0.9031 | 259.28 | |
| 0.0564 | 5.24 |
Estimation Period:
Oct 20, 2017 to Apr 10, 2026
Oct 20, 2017 to Apr 10, 2026
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