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 Thursday, April 30th, 2026
1 Day
1,468.30
decreased by 110.58
1 Week
1,703.72
increased by 124.84
1 Month
3,261.24
increased by 1,682.36
Analysis last updated: Friday, May 1, 2026 at 05:33 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.53 | |
| 0.0968 | 12.64 | |
| 0.9200 | 243.70 | |
| -0.0335 | -2.46 |
Estimation Period:
Nov 11, 2013 to Apr 24, 2026
Nov 11, 2013 to Apr 24, 2026
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