Carlsberg Brewery Malaysia 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, July 2nd, 2026
1 Day
4,016.65
increased by 829.27
1 Week
3,261.81
increased by 74.43
1 Month
3,415.36
increased by 227.98
Analysis last updated: Thursday, July 2, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.95 | |
| 0.1080 | 17.66 | |
| 0.8980 | 415.17 | |
| -0.0120 | -1.64 |
Estimation Period:
Jun 24, 1994 to Jun 26, 2026
Jun 24, 1994 to Jun 26, 2026
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