Robinsons Retail Hldgs Inc 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 Monday, July 6th, 2026
1 Day
3,239.71
increased by 1,670.42
1 Week
1,136.91
decreased by 432.38
1 Month
483.40
decreased by 1,085.89
Analysis last updated: Sunday, July 5, 2026 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.20 | |
| 0.1063 | 14.33 | |
| 0.9129 | 211.85 | |
| -0.0385 | -2.72 |
Estimation Period:
Nov 11, 2013 to Jul 3, 2026
Nov 11, 2013 to Jul 3, 2026
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