Hosken Consolidated Investments 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 Wednesday, June 24th, 2026
1 Day
2,013.82
decreased by 72.77
1 Week
2,158.09
increased by 71.50
1 Month
2,625.09
increased by 538.50
Analysis last updated: Wednesday, June 24, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.07 | |
| 0.0360 | 14.26 | |
| 0.9563 | 580.29 | |
| 0.0153 | 2.91 |
Estimation Period:
Jan 10, 1990 to Jun 19, 2026
Jan 10, 1990 to Jun 19, 2026
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