Asian Hotels (North) 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 Wednesday, June 24th, 2026
1 Day
8,457.44
increased by 705.30
1 Week
7,271.78
decreased by 480.36
1 Month
7,139.99
decreased by 612.15
Analysis last updated: Wednesday, June 24, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.06 | |
| 0.0198 | 2.61 | |
| 0.9086 | 211.16 | |
| 0.1433 | 3.26 |
Estimation Period:
Jun 26, 1997 to Jun 19, 2026
Jun 26, 1997 to Jun 19, 2026
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