Enghouse Systems Ltd 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, May 14th, 2026
1 Day
4,093.64
increased by 50.36
1 Week
3,765.65
decreased by 277.63
1 Month
3,233.06
decreased by 810.22
Analysis last updated: Thursday, May 14, 2026 at 12:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4508 | 1.21 | |
| 0.0230 | 8.65 | |
| 0.9678 | 961.08 | |
| 0.0183 | 3.14 |
Estimation Period:
Feb 27, 1998 to May 8, 2026
Feb 27, 1998 to May 8, 2026
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