Asia Sermkij Leasing Pcl 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 Thursday, June 11th, 2026
1 Day
6,016.03
increased by 1,233.93
1 Week
5,096.00
increased by 313.90
1 Month
6,261.22
increased by 1,479.12
Analysis last updated: Thursday, June 11, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5054 | 1.50 | |
| 0.0576 | 5.28 | |
| 0.9440 | 274.25 | |
| -0.0031 | -0.18 |
Estimation Period:
Feb 19, 2007 to Jun 5, 2026
Feb 19, 2007 to Jun 5, 2026
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