Highway Infrastructure 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, May 22nd, 2026
1 Day
6,083.31
increased by 711.06
1 Week
5,456.38
increased by 84.13
1 Month
4,166.19
decreased by 1,206.06
Analysis last updated: Saturday, May 23, 2026 at 02:44 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.63 | |
| 0.1299 | 6.48 | |
| 0.8577 | 60.70 | |
| 0.0248 | 0.63 |
Estimation Period:
Aug 12, 2025 to May 15, 2026
Aug 12, 2025 to May 15, 2026
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