Peninsula Land 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 Monday, May 4th, 2026
1 Day
6,391.05
increased by 321.77
1 Week
5,897.80
decreased by 171.48
1 Month
5,139.65
decreased by 929.63
Analysis last updated: Friday, May 1, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0046 | 4.64 | |
| 0.9331 | 251.79 | |
| 0.1245 | 8.69 |
Estimation Period:
Jun 26, 1997 to Apr 30, 2026
Jun 26, 1997 to Apr 30, 2026
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