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 Tuesday, June 2nd, 2026
1 Day
6,823.99
increased by 3,728.83
1 Week
4,203.69
increased by 1,108.53
1 Month
5,877.52
increased by 2,782.36
Analysis last updated: Tuesday, June 2, 2026 at 07:46 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 | |
| 0.0197 | 2.61 | |
| 0.9083 | 210.70 | |
| 0.1439 | 3.27 |
Estimation Period:
Jun 26, 1997 to May 29, 2026
Jun 26, 1997 to May 29, 2026
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