Aurelius Technologies Berhad 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
31,640.72
decreased by 1,814.73
1 Week
35,821.83
increased by 2,366.38
1 Month
35,509.72
increased by 2,054.27
Analysis last updated: Sunday, May 17, 2026 at 12:33 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.49 | |
| 0.1075 | 6.38 | |
| 0.8859 | 145.02 | |
| 0.0131 | 0.59 |
Estimation Period:
Dec 16, 2021 to May 15, 2026
Dec 16, 2021 to May 15, 2026
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