Kingsgate Consolidated 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 Monday, March 30th, 2026
1 Day
5,140.73
increased by 386.97
1 Week
4,441.88
decreased by 311.88
1 Month
3,303.08
decreased by 1,450.68
Analysis last updated: Saturday, March 28, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0210 | 8.37 | |
| 0.9601 | 483.94 | |
| 0.0378 | 5.73 |
Estimation Period:
Jan 9, 1996 to Mar 27, 2026
Jan 9, 1996 to Mar 27, 2026
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