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 Monday, May 25th, 2026
1 Day
2,000.50
decreased by 215.89
1 Week
1,975.59
decreased by 240.80
1 Month
1,623.12
decreased by 593.27
Analysis last updated: Sunday, May 24, 2026 at 12:00 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.63 | |
| 0.1074 | 12.81 | |
| 0.8875 | 254.30 | |
| 0.0102 | 1.32 |
Estimation Period:
Jun 24, 1994 to May 22, 2026
Jun 24, 1994 to May 22, 2026
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