Bati EGE Gayrimenkul Yatirim 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 Friday, June 26th, 2026
1 Day
292.14
increased by 56.21
1 Week
288.09
increased by 52.16
1 Month
400.75
increased by 164.82
Analysis last updated: Friday, June 26, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.26 | |
| 0.3411 | 10.80 | |
| 0.5818 | 27.76 | |
| 0.1542 | 2.55 |
Estimation Period:
Dec 8, 2023 to Jun 19, 2026
Dec 8, 2023 to Jun 19, 2026
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