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 7th, 2026
1 Day
20,336.30
decreased by 1,632.93
1 Week
20,518.51
decreased by 1,450.72
1 Month
19,731.97
decreased by 2,237.26
Analysis last updated: Friday, April 3, 2026 at 05:53 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 | 10.91 | |
| 0.8958 | 730.09 | |
| 0.0037 | 0.21 |
Estimation Period:
Mar 6, 1997 to Apr 2, 2026
Mar 6, 1997 to Apr 2, 2026
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