Sagicor Group Jamaica 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 Friday, April 24th, 2026
1 Day
1,566,872.00
decreased by 2,392.00
1 Week
1,571,662.60
increased by 2,398.60
1 Month
1,591,008.10
increased by 21,744.10
Analysis last updated: Friday, April 24, 2026 at 07:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0031 | 1.05 | |
| 0.9985 | 334.05 | |
| -0.0031 | -0.10 |
Estimation Period:
Oct 12, 2015 to Apr 17, 2026
Oct 12, 2015 to Apr 17, 2026
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