SmartGroup Corp 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 Tuesday, May 5th, 2026
1 Day
2,656.27
increased by 47.08
1 Week
2,334.15
decreased by 275.04
1 Month
2,840.02
increased by 230.83
Analysis last updated: Tuesday, May 5, 2026 at 06:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.27 | |
| 0.0724 | 17.30 | |
| 0.9088 | 428.89 | |
| 0.0376 | 4.47 |
Estimation Period:
Jul 2, 2014 to May 1, 2026
Jul 2, 2014 to May 1, 2026
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