Oriental Aromatics Ltd Spline 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
5,175.88
decreased by 135.73
1 Week
5,287.53
decreased by 24.08
1 Month
5,716.13
increased by 404.52
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 | |
|---|---|---|
| 0.4996 | 4,996,360.00 | |
| 0.1301 | 1,300,590.00 | |
| 0.8699 | 8,699,380.00 | |
| -3.9678 | -39,678,350.00 | |
| 5.3820 | 53,820,260.00 | |
| -4.6684 | -46,683,980.00 | |
| 9.3291 | 93,291,010.00 | |
| -10.4489 | -104,488,800.00 | |
| 5.5681 | 55,680,560.00 | |
| -0.7507 | -7,506,910.00 |
Estimation Period:
Jul 28, 2010 to May 29, 2026
Jul 28, 2010 to May 29, 2026
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