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, May 25th, 2026
1 Day
11,952.06
decreased by 1,382.46
1 Week
12,091.95
decreased by 1,242.57
1 Month
13,403.68
increased by 69.16
Analysis last updated: Saturday, May 23, 2026 at 05:57 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 | 10.92 | |
| 0.8959 | 731.39 | |
| 0.0040 | 0.23 |
Estimation Period:
Mar 6, 1997 to May 22, 2026
Mar 6, 1997 to May 22, 2026
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