Hengyuan Refining Co Bhd 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 26th, 2026
1 Day
7,213.06
increased by 840.66
1 Week
6,667.90
increased by 295.50
1 Month
5,952.30
decreased by 420.10
Analysis last updated: Friday, June 26, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.03 | |
| 0.0607 | 14.63 | |
| 0.9185 | 777.11 | |
| 0.0415 | 6.61 |
Estimation Period:
Jun 24, 1994 to Jun 19, 2026
Jun 24, 1994 to Jun 19, 2026
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