Himalaya Shipping 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, June 10th, 2026
1 Day
5,325.10
decreased by 256.05
1 Week
5,546.33
decreased by 34.82
1 Month
5,276.62
decreased by 304.53
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0128 | 0.64 | |
| 0.9412 | 28.15 | |
| 0.0918 | 0.56 |
Estimation Period:
Mar 31, 2023 to Jun 5, 2026
Mar 31, 2023 to Jun 5, 2026
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