Access Engineering 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 15th, 2026
1 Day
766.72
decreased by 20.41
1 Week
784.57
decreased by 2.56
1 Month
605.66
decreased by 181.47
Analysis last updated: Sunday, June 14, 2026 at 01:30 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.27 | |
| 0.0074 | 5.93 | |
| 0.9161 | 240.94 | |
| 0.1532 | 11.84 |
Estimation Period:
Mar 27, 2012 to Jun 12, 2026
Mar 27, 2012 to Jun 12, 2026
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