PPHE Hotel Group Limited ILLIQ-MFMEM 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 8th, 2026
1 Day
98,195.52
increased by 78,238.01
1 Week
33,092.37
increased by 13,134.86
1 Month
62,258.47
increased by 42,300.96
Analysis last updated: Sunday, June 7, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.9746 | 9,746,470.00 | |
| 0.0000 | 100.00 | |
| 0.0507 | 506,860.00 | |
| 9.9994 | 0.00 | |
| 0.6258 | 0.36 | |
| 0.3742 | 1.05 |
Estimation Period:
Jul 11, 2007 to Jun 5, 2026
Jul 11, 2007 to Jun 5, 2026
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