Oriental Aromatics 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 Wednesday, June 3rd, 2026
1 Day
4,594.79
decreased by 270.42
1 Week
4,587.68
decreased by 277.53
1 Month
5,040.14
increased by 174.93
Analysis last updated: Wednesday, June 3, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.69 | |
| 0.0644 | 3.94 | |
| 0.8869 | 85.38 | |
| 0.0974 | 4.11 |
Estimation Period:
Jul 28, 2010 to May 29, 2026
Jul 28, 2010 to May 29, 2026
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