PPHE Hotel Group 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 Monday, June 29th, 2026
1 Day
23,084.62
decreased by 1,285.34
1 Week
25,036.76
increased by 666.80
1 Month
31,034.82
increased by 6,664.86
Analysis last updated: Sunday, June 28, 2026 at 01:27 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.1615 | 1.05 | |
| 0.8739 | 22.25 | |
| -0.0709 | -0.47 |
Estimation Period:
Jul 11, 2007 to Jun 26, 2026
Jul 11, 2007 to Jun 26, 2026
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