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 Friday, July 3rd, 2026
1 Day
637.36
decreased by 50.33
1 Week
676.71
decreased by 10.98
1 Month
651.98
decreased by 35.71
Analysis last updated: Friday, July 3, 2026 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.27 | |
| 0.0072 | 5.89 | |
| 0.9162 | 241.67 | |
| 0.1531 | 11.86 |
Estimation Period:
Mar 27, 2012 to Jun 26, 2026
Mar 27, 2012 to Jun 26, 2026
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