Matrix Concepts 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 Thursday, June 18th, 2026
1 Day
4,382.30
decreased by 210.41
1 Week
4,520.60
decreased by 72.11
1 Month
5,348.03
increased by 755.32
Analysis last updated: Wednesday, June 17, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.01 | |
| 0.0675 | 13.33 | |
| 0.9262 | 412.03 | |
| 0.0126 | 1.40 |
Estimation Period:
May 29, 2013 to Jun 16, 2026
May 29, 2013 to Jun 16, 2026
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