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 29th, 2026
1 Day
42,636.50
increased by 25,118.13
1 Week
37,295.61
increased by 19,777.24
1 Month
33,494.67
increased by 15,976.30
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 | |
|---|---|---|
| 101 | ||
| 0.9688 | 9,688,160.00 | |
| 0.0000 | 100.00 | |
| 0.0623 | 623,480.00 | |
| 10.0000 | 0.00 | |
| 0.6415 | 0.28 | |
| 0.3585 | 0.83 |
Estimation Period:
Jul 11, 2007 to Jun 26, 2026
Jul 11, 2007 to Jun 26, 2026
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