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 Monday, April 27th, 2026
1 Day
14,592.14
decreased by 1,211.23
1 Week
16,123.77
increased by 320.40
1 Month
19,042.95
increased by 3,239.58
Analysis last updated: Saturday, April 25, 2026 at 06:09 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 | |
| 0.1021 | 10.92 | |
| 0.8958 | 730.10 | |
| 0.0041 | 0.23 |
Estimation Period:
Mar 6, 1997 to Apr 24, 2026
Mar 6, 1997 to Apr 24, 2026
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