Fraser & Neave Holdings Bhd 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, June 15th, 2026
1 Day
5,811.99
increased by 857.17
1 Week
5,212.09
increased by 257.27
1 Month
5,079.42
increased by 124.60
Analysis last updated: Sunday, June 14, 2026 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.32 | |
| 0.0445 | 13.52 | |
| 0.9369 | 1,025.06 | |
| 0.0372 | 4.91 |
Estimation Period:
Jun 24, 1994 to Jun 12, 2026
Jun 24, 1994 to Jun 12, 2026
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