Ranhill Utilities Berhad 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, June 29th, 2026
1 Day
6,083.81
increased by 1,722.64
1 Week
5,072.12
increased by 710.95
1 Month
5,319.22
increased by 958.05
Analysis last updated: Sunday, June 28, 2026 at 01:13 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.28 | |
| 0.0546 | 15.85 | |
| 0.8892 | 293.08 | |
| 0.1124 | 11.34 |
Estimation Period:
Mar 16, 2016 to Jun 26, 2026
Mar 16, 2016 to Jun 26, 2026
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