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 24th, 2026
1 Day
4,747.34
decreased by 233.07
1 Week
4,972.13
decreased by 8.28
1 Month
3,647.25
decreased by 1,333.16
Analysis last updated: Thursday, May 21, 2026 at 07:35 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 | |
| 0.0732 | 5.62 | |
| 0.8670 | 54.31 | |
| 0.1196 | 4.39 |
Estimation Period:
Jun 4, 2025 to May 20, 2026
Jun 4, 2025 to May 20, 2026
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