MBSB 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, June 16th, 2026
1 Day
4,766.88
increased by 2,045.18
1 Week
3,214.81
increased by 493.11
1 Month
3,484.67
increased by 762.97
Analysis last updated: Tuesday, June 16, 2026 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.33 | |
| 0.1058 | 18.73 | |
| 0.8620 | 341.39 | |
| 0.0643 | 7.49 |
Estimation Period:
Jan 8, 1990 to Jun 12, 2026
Jan 8, 1990 to Jun 12, 2026
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