British Amer Tob (Malaysia) 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 Wednesday, May 20th, 2026
1 Day
5,960.40
increased by 269.88
1 Week
5,828.94
increased by 138.42
1 Month
6,421.14
increased by 730.62
Analysis last updated: Wednesday, May 20, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.22 | |
| 0.0197 | 8.89 | |
| 0.9663 | 1,138.12 | |
| 0.0281 | 3.75 |
Estimation Period:
Jun 24, 1994 to May 15, 2026
Jun 24, 1994 to May 15, 2026
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