Ngex Minerals Ltd 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 2nd, 2026
1 Day
4,389.24
decreased by 247.95
1 Week
4,838.91
increased by 201.72
1 Month
4,338.26
decreased by 298.93
Analysis last updated: Tuesday, June 2, 2026 at 12:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.59 | |
| 0.0530 | 10.66 | |
| 0.9184 | 206.14 | |
| 0.0573 | 3.57 |
Estimation Period:
Aug 20, 2019 to May 29, 2026
Aug 20, 2019 to May 29, 2026
Other Ngex Minerals Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities