Filatex Fashions 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 6th, 2026
1 Day
3,684.11
increased by 2,007.25
1 Week
2,144.83
increased by 467.97
1 Month
1,303.79
decreased by 373.07
Analysis last updated: Friday, April 3, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.85 | |
| 0.0591 | 1.03 | |
| 0.9637 | 254.94 | |
| -0.0456 | -0.75 |
Estimation Period:
Mar 15, 2012 to Apr 2, 2026
Mar 15, 2012 to Apr 2, 2026
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