Henderson Far East Income 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 Friday, June 26th, 2026
1 Day
3,986.54
decreased by 31.18
1 Week
3,938.59
decreased by 79.13
1 Month
4,148.00
increased by 130.28
Analysis last updated: Friday, June 26, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.87 | |
| 0.0403 | 17.82 | |
| 0.9358 | 625.56 | |
| 0.0477 | 13.80 |
Estimation Period:
Jan 2, 2007 to Jun 19, 2026
Jan 2, 2007 to Jun 19, 2026
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