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 Monday, June 22nd, 2026
1 Day
1,839.50
decreased by 133.54
1 Week
1,908.48
decreased by 64.56
1 Month
1,800.20
decreased by 172.84
Analysis last updated: Saturday, June 20, 2026 at 11:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.34 | |
| 0.0717 | 17.29 | |
| 0.9089 | 430.77 | |
| 0.0387 | 4.63 |
Estimation Period:
Jul 2, 2014 to Jun 19, 2026
Jul 2, 2014 to Jun 19, 2026
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