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, April 14th, 2026
1 Day
21,199.33
decreased by 1,699.91
1 Week
22,051.82
decreased by 847.42
1 Month
20,260.06
decreased by 2,639.18
Analysis last updated: Tuesday, April 14, 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 | |
| 0.1023 | 10.92 | |
| 0.8959 | 730.73 | |
| 0.0037 | 0.21 |
Estimation Period:
Mar 6, 1997 to Apr 10, 2026
Mar 6, 1997 to Apr 10, 2026
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