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, June 1st, 2026
1 Day
4,289.05
increased by 1,473.53
1 Week
3,552.29
increased by 736.77
1 Month
3,405.26
increased by 589.74
Analysis last updated: Sunday, May 31, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.15 | |
| 0.0733 | 7.49 | |
| 0.8832 | 174.28 | |
| 0.0870 | 7.07 |
Estimation Period:
Jan 22, 2013 to May 29, 2026
Jan 22, 2013 to May 29, 2026
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