Perpetual Equity Investment Company Limited 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 16th, 2026
1 Day
30,078.16
decreased by 2,116.98
1 Week
32,091.95
decreased by 103.19
1 Month
31,239.58
decreased by 955.56
Analysis last updated: Tuesday, June 16, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.12 | |
| 0.0669 | 8.48 | |
| 0.9341 | 383.77 | |
| -0.0019 | -0.15 |
Estimation Period:
Dec 18, 2014 to Jun 12, 2026
Dec 18, 2014 to Jun 12, 2026
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