Puretrop Fruits Ltd 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, April 13th, 2026
1 Day
11,612.59
increased by 866.30
1 Week
11,257.10
increased by 510.81
1 Month
13,043.91
increased by 2,297.62
Analysis last updated: Saturday, April 11, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.20 | |
| 0.0204 | 3.70 | |
| 0.9729 | 712.75 | |
| 0.0133 | 0.87 |
Estimation Period:
Jan 11, 2010 to Apr 10, 2026
Jan 11, 2010 to Apr 10, 2026
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