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 Wednesday, June 17th, 2026
1 Day
398.88
decreased by 125.28
1 Week
415.73
decreased by 108.43
1 Month
558.89
increased by 34.73
Analysis last updated: Wednesday, June 17, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.25 | |
| 0.3415 | 10.67 | |
| 0.5810 | 27.67 | |
| 0.1551 | 2.55 |
Estimation Period:
Dec 8, 2023 to Jun 12, 2026
Dec 8, 2023 to Jun 12, 2026
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