Sg Power 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 Monday, May 4th, 2026
1 Day
6,066.53
increased by 4,104.58
1 Week
3,142.57
increased by 1,180.62
1 Month
5,165.29
increased by 3,203.34
Analysis last updated: Saturday, May 2, 2026 at 12:01 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.13 | |
| 0.0745 | 7.56 | |
| 0.8831 | 174.31 | |
| 0.0850 | 6.80 |
Estimation Period:
Jan 22, 2013 to Apr 30, 2026
Jan 22, 2013 to Apr 30, 2026
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