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, May 18th, 2026
1 Day
70,007.61
decreased by 3,947.49
1 Week
69,592.37
decreased by 4,362.73
1 Month
66,070.52
decreased by 7,884.58
Analysis last updated: Sunday, May 17, 2026 at 02:15 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 | 1.04 | |
| 0.8740 | 22.21 | |
| -0.0710 | -0.47 |
Estimation Period:
Jul 11, 2007 to May 15, 2026
Jul 11, 2007 to May 15, 2026
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