Altron 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 1st, 2026
1 Day
4,461.17
decreased by 124.41
1 Week
4,451.91
decreased by 133.67
1 Month
4,423.09
decreased by 162.49
Analysis last updated: Sunday, May 31, 2026 at 02:27 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.73 | |
| 0.0268 | 10.71 | |
| 0.9677 | 978.48 | |
| 0.0109 | 2.54 |
Estimation Period:
Jan 4, 1990 to May 29, 2026
Jan 4, 1990 to May 29, 2026
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