Shatirah House Restaurant Co 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 Sunday, May 17th, 2026
1 Day
2,313.91
decreased by 596.35
1 Week
2,505.60
decreased by 404.66
1 Month
2,166.12
decreased by 744.14
Analysis last updated: Friday, May 15, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.06 | |
| 0.1830 | 10.34 | |
| 0.7842 | 194.65 | |
| 0.0656 | 2.69 |
Estimation Period:
Sep 24, 2021 to May 14, 2026
Sep 24, 2021 to May 14, 2026
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