Schroder AsiaPacific Fund PLC 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
9,816.58
increased by 497.79
1 Week
9,033.58
decreased by 285.21
1 Month
8,244.72
decreased by 1,074.07
Analysis last updated: Sunday, July 5, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.76 | |
| 0.0338 | 16.04 | |
| 0.9475 | 613.30 | |
| 0.0373 | 9.88 |
Estimation Period:
Jan 2, 2007 to Jul 3, 2026
Jan 2, 2007 to Jul 3, 2026
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