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 Wednesday, June 24th, 2026
1 Day
10,156.57
increased by 619.32
1 Week
8,958.59
decreased by 578.66
1 Month
10,251.49
increased by 714.24
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 | |
|---|---|---|
| 126 | ||
| 0.2178 | 3.49 | |
| 0.8679 | 209.49 | |
| -0.1715 | -1.33 | |
| 8.7628 | 0.04 | |
| 0.0012 | 1.50 | |
| 0.9989 | 2,200.11 |
Estimation Period:
Jun 26, 1997 to Jun 19, 2026
Jun 26, 1997 to Jun 19, 2026
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