Kcp Sugar & Industries Co 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, April 29th, 2026
1 Day
6,145.10
increased by 473.59
1 Week
5,236.90
decreased by 434.61
1 Month
4,383.02
decreased by 1,288.49
Analysis last updated: Wednesday, April 29, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.36 | |
| 0.1255 | 26.51 | |
| 0.8308 | 340.20 | |
| 0.0876 | 13.00 |
Estimation Period:
Oct 15, 2007 to Apr 24, 2026
Oct 15, 2007 to Apr 24, 2026
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