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 Wednesday, May 13th, 2026
1 Day
5,042.23
increased by 1,846.43
1 Week
3,659.98
increased by 464.18
1 Month
3,508.56
increased by 312.76
Analysis last updated: Wednesday, May 13, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.86 | |
| 0.0410 | 17.96 | |
| 0.9354 | 618.62 | |
| 0.0473 | 13.54 |
Estimation Period:
Jan 2, 2007 to May 8, 2026
Jan 2, 2007 to May 8, 2026
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