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 Monday, June 8th, 2026
1 Day
5,564.67
increased by 580.78
1 Week
5,246.39
increased by 262.50
1 Month
4,318.37
decreased by 665.52
Analysis last updated: Sunday, June 7, 2026 at 12:27 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.02 | |
| 0.0607 | 14.63 | |
| 0.9185 | 776.43 | |
| 0.0415 | 6.61 |
Estimation Period:
Jun 24, 1994 to Jun 5, 2026
Jun 24, 1994 to Jun 5, 2026
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