British Amer Tob (Malaysia) Spline 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
6,113.44
increased by 1,868.92
1 Week
4,644.41
increased by 399.89
1 Month
4,882.80
increased by 638.28
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 | |
|---|---|---|
| 14.8727 | 0.01 | |
| 0.0973 | 0.00 | |
| 0.9027 | 0.01 | |
| 2.1950 | 0.00 | |
| -2.0558 | 0.00 | |
| 0.5578 | 0.00 | |
| -2.3891 | -0.02 | |
| 2.9212 | 0.00 | |
| -1.9442 | 0.00 | |
| 1.1102 | 0.00 | |
| -0.6124 | 0.00 | |
| 0.3980 | 0.00 | |
| -0.4044 | -0.01 |
Estimation Period:
Jun 24, 1994 to May 15, 2026
Jun 24, 1994 to May 15, 2026
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