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 Thursday, April 16th, 2026
1 Day
354.62
increased by 69.65
1 Week
343.48
increased by 58.51
1 Month
471.45
increased by 186.48
Analysis last updated: Thursday, April 16, 2026 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.17 | |
| 0.3535 | 10.71 | |
| 0.5692 | 26.02 | |
| 0.1546 | 2.22 |
Estimation Period:
Dec 8, 2023 to Apr 10, 2026
Dec 8, 2023 to Apr 10, 2026
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