Future Generation Australia 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 Tuesday, June 16th, 2026
1 Day
32,260.74
increased by 5,762.41
1 Week
29,424.23
increased by 2,925.90
1 Month
17,742.63
decreased by 8,755.70
Analysis last updated: Tuesday, June 16, 2026 at 05:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.1020 | 10.94 | |
| 0.8961 | 733.91 | |
| 0.0039 | 0.22 |
Estimation Period:
Mar 6, 1997 to Jun 12, 2026
Mar 6, 1997 to Jun 12, 2026
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