Aerpace Industries 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 Tuesday, May 5th, 2026
1 Day
4,282.06
increased by 52.61
1 Week
4,194.70
decreased by 34.75
1 Month
6,237.16
increased by 2,007.71
Analysis last updated: Tuesday, May 5, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.27 | |
| 0.0822 | 7.27 | |
| 0.8743 | 130.63 | |
| 0.0871 | 3.27 |
Estimation Period:
Feb 10, 2014 to Apr 30, 2026
Feb 10, 2014 to Apr 30, 2026
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