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 Monday, May 25th, 2026
1 Day
975.40
decreased by 272.15
1 Week
897.67
decreased by 349.88
1 Month
446.17
decreased by 801.38
Analysis last updated: Sunday, May 24, 2026 at 12:25 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.23 | |
| 0.3438 | 10.69 | |
| 0.5792 | 27.24 | |
| 0.1540 | 2.44 |
Estimation Period:
Dec 8, 2023 to May 22, 2026
Dec 8, 2023 to May 22, 2026
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