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 Monday, April 13th, 2026
1 Day
8,396.53
decreased by 460.34
1 Week
6,520.34
decreased by 2,336.53
1 Month
3,041.40
decreased by 5,815.47
Analysis last updated: Saturday, April 11, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.26 | |
| 0.0414 | 5.19 | |
| 0.9160 | 88.93 | |
| 0.0853 | 2.50 |
Estimation Period:
Jun 26, 1997 to Apr 10, 2026
Jun 26, 1997 to Apr 10, 2026
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