San Miguel Food And Beverage 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 Monday, May 25th, 2026
1 Day
9,917.40
increased by 7,532.83
1 Week
3,266.47
increased by 881.90
1 Month
1,954.97
decreased by 429.60
Analysis last updated: Sunday, May 24, 2026 at 12:39 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.06 | |
| 0.1325 | 7.30 | |
| 0.8481 | 112.21 | |
| 0.0388 | 1.87 |
Estimation Period:
May 10, 2001 to May 22, 2026
May 10, 2001 to May 22, 2026
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