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 Thursday, April 30th, 2026
1 Day
1,472.68
decreased by 144.79
1 Week
1,754.50
increased by 137.03
1 Month
3,527.38
increased by 1,909.91
Analysis last updated: Friday, May 1, 2026 at 05:31 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 | |
| 0.1821 | 10.26 | |
| 0.7844 | 194.35 | |
| 0.0670 | 2.74 |
Estimation Period:
Sep 24, 2021 to Apr 23, 2026
Sep 24, 2021 to Apr 23, 2026
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