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, May 18th, 2026
1 Day
92,156.79
decreased by 2,612.14
1 Week
71,944.47
decreased by 22,824.46
1 Month
90,301.82
decreased by 4,467.11
Analysis last updated: Sunday, May 17, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.9729 | 9,729,260.00 | |
| 0.0000 | 100.00 | |
| 0.0541 | 541,290.00 | |
| 10.0000 | 0.00 | |
| 0.6392 | 0.29 | |
| 0.3608 | 0.88 |
Estimation Period:
Jul 11, 2007 to May 15, 2026
Jul 11, 2007 to May 15, 2026
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