HMA Agro Industries Limited 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 9th, 2026
1 Day
5,326.73
decreased by 638.59
1 Week
5,714.09
decreased by 251.23
1 Month
4,392.95
decreased by 1,572.37
Analysis last updated: Thursday, April 9, 2026 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.57 | |
| 0.0986 | 10.56 | |
| 0.8699 | 179.74 | |
| 0.0629 | 3.63 |
Estimation Period:
Jul 4, 2023 to Apr 2, 2026
Jul 4, 2023 to Apr 2, 2026
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