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 Tuesday, April 14th, 2026
1 Day
5,163.10
decreased by 338.60
1 Week
5,514.52
increased by 12.82
1 Month
7,485.87
increased by 1,984.17
Analysis last updated: Tuesday, April 14, 2026 at 09:17 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 | |
| 0.1077 | 17.63 | |
| 0.8982 | 416.04 | |
| -0.0119 | -1.63 |
Estimation Period:
Jun 24, 1994 to Apr 10, 2026
Jun 24, 1994 to Apr 10, 2026
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