Melstacorp Plc 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, June 1st, 2026
1 Day
2,017.96
increased by 800.05
1 Week
1,477.83
increased by 259.92
1 Month
1,291.10
increased by 73.19
Analysis last updated: Sunday, May 31, 2026 at 01:57 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.30 | |
| 0.0350 | 7.79 | |
| 0.9162 | 276.88 | |
| 0.0976 | 6.23 |
Estimation Period:
Jan 2, 2017 to May 29, 2026
Jan 2, 2017 to May 29, 2026
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