Argo Global Listed Infrastructure Limited 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 Monday, May 18th, 2026
1 Day
44,610.18
increased by 272.27
1 Week
45,159.26
increased by 821.35
1 Month
49,733.35
increased by 5,395.44
Analysis last updated: Saturday, May 16, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.08 | |
| 0.0691 | 17.43 | |
| 0.9312 | 417.40 | |
| -0.0007 | -0.11 |
Estimation Period:
Jul 3, 2015 to May 15, 2026
Jul 3, 2015 to May 15, 2026
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