Allcargo Terminals Ltd 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 Tuesday, July 7th, 2026
1 Day
4,786.11
increased by 1,101.53
1 Week
4,311.48
increased by 626.90
1 Month
5,251.15
increased by 1,566.57
Analysis last updated: Tuesday, July 7, 2026 at 07:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.19 | |
| 0.1899 | 21.47 | |
| 0.7896 | 168.07 | |
| 0.0411 | 2.62 |
Estimation Period:
Aug 10, 2023 to Jul 3, 2026
Aug 10, 2023 to Jul 3, 2026
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