Asian Hotels (North) Ltd ILLIQ-MFMEM 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
10,863.56
increased by 4,499.00
1 Week
7,537.88
increased by 1,173.32
1 Month
8,310.96
increased by 1,946.40
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 | |
|---|---|---|
| 126 | ||
| 0.2181 | 3.52 | |
| 0.8680 | 223.31 | |
| -0.1722 | -1.36 | |
| 9.2168 | 0.09 | |
| 0.0006 | 1.22 | |
| 0.9994 | 3,182.69 |
Estimation Period:
Jun 26, 1997 to May 29, 2026
Jun 26, 1997 to May 29, 2026
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