Asia Green Energy Pcl 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
4,419.53
increased by 957.46
1 Week
4,480.94
increased by 1,018.87
1 Month
6,857.69
increased by 3,395.62
Analysis last updated: Sunday, June 14, 2026 at 01:45 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.92 | |
| 0.0467 | 11.50 | |
| 0.8406 | 132.91 | |
| 0.2255 | 7.29 |
Estimation Period:
Nov 13, 2009 to Jun 12, 2026
Nov 13, 2009 to Jun 12, 2026
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