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 Sunday, May 17th, 2026
1 Day
3,384.15
increased by 390.10
1 Week
3,402.44
increased by 408.39
1 Month
3,281.18
increased by 287.13
Analysis last updated: Friday, May 15, 2026 at 07:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.09 | |
| 0.0770 | 5.77 | |
| 0.8647 | 53.00 | |
| 0.1167 | 4.28 |
Estimation Period:
Jun 4, 2025 to May 14, 2026
Jun 4, 2025 to May 14, 2026
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