Royal Plus Pcl 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 Thursday, April 16th, 2026
1 Day
66,616.60
decreased by 6,923.33
1 Week
70,078.26
decreased by 3,461.67
1 Month
40,355.38
decreased by 33,184.55
Analysis last updated: Sunday, April 12, 2026 at 01:24 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.93 | |
| 0.1491 | 16.92 | |
| 0.7652 | 152.89 | |
| 0.1714 | 9.65 |
Estimation Period:
May 20, 2022 to Apr 10, 2026
May 20, 2022 to Apr 10, 2026
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