GSM Foils 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 20th, 2026
1 Day
3,146.47
decreased by 287.25
1 Week
3,512.57
increased by 78.85
1 Month
4,576.92
increased by 1,143.20
Analysis last updated: Saturday, April 18, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0340 | 4.68 | |
| 0.9090 | 222.04 | |
| 0.1140 | 6.16 |
Estimation Period:
May 31, 2024 to Apr 17, 2026
May 31, 2024 to Apr 17, 2026
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