Sinpas Gayrimenkul Yatirim Ortakligi AS 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 Thursday, June 4th, 2026
1 Day
249.07
decreased by 8.19
1 Week
247.47
decreased by 9.79
1 Month
199.43
decreased by 57.83
Analysis last updated: Thursday, June 4, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7312 | 14.86 | |
| 0.1097 | 23.04 | |
| 0.8561 | 363.38 | |
| 0.0682 | 9.81 |
Estimation Period:
Jun 22, 2007 to May 26, 2026
Jun 22, 2007 to May 26, 2026
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