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 Thursday, April 2nd, 2026
1 Day
2,210.48
decreased by 51.81
1 Week
2,287.95
increased by 25.66
1 Month
2,470.41
increased by 208.12
Analysis last updated: Thursday, April 2, 2026 at 08:11 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 | |
| 0.0361 | 14.27 | |
| 0.9563 | 577.46 | |
| 0.0153 | 2.89 |
Estimation Period:
Jan 10, 1990 to Mar 27, 2026
Jan 10, 1990 to Mar 27, 2026
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