Bannari Amman Sugars 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, April 7th, 2026
1 Day
4,605.42
increased by 2,814.83
1 Week
2,611.83
increased by 821.24
1 Month
1,908.97
increased by 118.38
Analysis last updated: Tuesday, April 7, 2026 at 07:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.25 | |
| 0.0405 | 5.14 | |
| 0.9162 | 89.00 | |
| 0.0866 | 2.52 |
Estimation Period:
Jun 26, 1997 to Apr 2, 2026
Jun 26, 1997 to Apr 2, 2026
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