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, May 14th, 2026
1 Day
143.39
decreased by 18.62
1 Week
152.76
decreased by 9.25
1 Month
180.83
increased by 18.82
Analysis last updated: Thursday, May 14, 2026 at 08:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6799 | 14.61 | |
| 0.1096 | 23.01 | |
| 0.8562 | 363.10 | |
| 0.0684 | 9.83 |
Estimation Period:
Jun 22, 2007 to May 8, 2026
Jun 22, 2007 to May 8, 2026
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