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 31st, 2026
1 Day
1,417.65
decreased by 143.27
1 Month
1,992.12
increased by 431.20
Analysis last updated: Saturday, May 23, 2026 at 03:53 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.06 | |
| 0.1834 | 10.36 | |
| 0.7840 | 194.35 | |
| 0.0652 | 2.67 |
Estimation Period:
Sep 24, 2021 to May 21, 2026
Sep 24, 2021 to May 21, 2026
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