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 Friday, May 29th, 2026
1 Day
5,500.55
decreased by 519.24
1 Week
5,914.18
decreased by 105.61
1 Month
5,059.20
decreased by 960.59
Analysis last updated: Thursday, May 28, 2026 at 09:06 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 | |
| 0.0821 | 7.27 | |
| 0.8745 | 131.12 | |
| 0.0869 | 3.27 |
Estimation Period:
Feb 10, 2014 to May 27, 2026
Feb 10, 2014 to May 27, 2026
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