Malayan Cement 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 Tuesday, April 14th, 2026
1 Day
1,859.60
increased by 309.26
1 Week
1,553.93
increased by 3.59
1 Month
1,236.10
decreased by 314.24
Analysis last updated: Tuesday, April 14, 2026 at 09:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.60 | |
| 0.1076 | 12.83 | |
| 0.8875 | 253.05 | |
| 0.0100 | 1.29 |
Estimation Period:
Jun 24, 1994 to Apr 10, 2026
Jun 24, 1994 to Apr 10, 2026
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