Malaysian Pacific Indus 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, May 5th, 2026
1 Day
2,865.83
decreased by 200.08
1 Week
3,199.51
increased by 133.60
1 Month
6,359.35
increased by 3,293.44
Analysis last updated: Tuesday, May 5, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.54 | |
| 0.1198 | 10.64 | |
| 0.8932 | 253.18 | |
| -0.0261 | -1.92 |
Estimation Period:
Jun 24, 1994 to Apr 30, 2026
Jun 24, 1994 to Apr 30, 2026
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