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 5th, 2026
1 Day
4,191.28
increased by 203.51
1 Week
4,113.48
increased by 125.71
1 Month
4,528.23
increased by 540.46
Analysis last updated: Friday, June 5, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.85 | |
| 0.0404 | 17.81 | |
| 0.9358 | 624.67 | |
| 0.0478 | 13.77 |
Estimation Period:
Jan 2, 2007 to May 29, 2026
Jan 2, 2007 to May 29, 2026
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