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 Monday, April 13th, 2026
1 Day
3,019.13
increased by 135.87
1 Week
2,951.61
increased by 68.35
1 Month
2,490.75
decreased by 392.51
Analysis last updated: Sunday, April 12, 2026 at 01:34 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.08 | |
| 0.0360 | 14.26 | |
| 0.9563 | 577.84 | |
| 0.0153 | 2.89 |
Estimation Period:
Jan 10, 1990 to Apr 10, 2026
Jan 10, 1990 to Apr 10, 2026
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