Aitken Spence Hotel Hldgs 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 Friday, May 29th, 2026
1 Day
5,036.71
increased by 188.31
1 Week
4,966.39
increased by 117.99
1 Month
5,665.60
increased by 817.20
Analysis last updated: Thursday, May 28, 2026 at 11:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.23 | |
| 0.0125 | 2.08 | |
| 0.9623 | 273.08 | |
| 0.0503 | 1.95 |
Estimation Period:
Aug 11, 1997 to May 27, 2026
Aug 11, 1997 to May 27, 2026
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