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, June 29th, 2026
1 Day
27,932.51
decreased by 2,516.79
1 Week
32,669.74
increased by 2,220.44
1 Month
33,282.62
increased by 2,833.32
Analysis last updated: Sunday, June 28, 2026 at 01:06 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.1075 | 6.41 | |
| 0.8864 | 146.05 | |
| 0.0123 | 0.55 |
Estimation Period:
Dec 16, 2021 to Jun 26, 2026
Dec 16, 2021 to Jun 26, 2026
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