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 8th, 2026
1 Day
28,100.41
decreased by 3,605.37
1 Week
30,754.00
decreased by 951.78
1 Month
32,833.85
increased by 1,128.07
Analysis last updated: Saturday, June 6, 2026 at 11:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.49 | |
| 0.1074 | 6.39 | |
| 0.8861 | 145.31 | |
| 0.0129 | 0.58 |
Estimation Period:
Dec 16, 2021 to Jun 5, 2026
Dec 16, 2021 to Jun 5, 2026
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