RP Optical LAB 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 Tuesday, April 28th, 2026
1 Day
3,225.36
decreased by 211.66
1 Week
3,238.58
decreased by 198.44
1 Month
4,538.08
increased by 1,101.06
Analysis last updated: Tuesday, April 28, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.08 | |
| 0.1229 | 5.85 | |
| 0.8277 | 43.13 | |
| 0.0988 | 3.00 |
Estimation Period:
Jun 4, 2025 to Apr 24, 2026
Jun 4, 2025 to Apr 24, 2026
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