KSL Holdings 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, May 18th, 2026
1 Day
5,768.06
increased by 429.68
1 Week
4,959.79
decreased by 378.59
1 Month
6,062.26
increased by 723.88
Analysis last updated: Sunday, May 17, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.06 | |
| 0.1447 | 2.15 | |
| 0.8552 | 42.96 | |
| 0.0003 | 0.01 |
Estimation Period:
Jul 22, 2002 to May 15, 2026
Jul 22, 2002 to May 15, 2026
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