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, April 16th, 2026
1 Day
191.24
decreased by 15.10
1 Week
205.35
decreased by 0.99
1 Month
206.58
increased by 0.24
Analysis last updated: Thursday, April 16, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8232 | 14.85 | |
| 0.1097 | 22.97 | |
| 0.8561 | 362.44 | |
| 0.0685 | 9.83 |
Estimation Period:
Jun 22, 2007 to Apr 10, 2026
Jun 22, 2007 to Apr 10, 2026
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