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 Friday, June 26th, 2026
1 Day
262.15
decreased by 5.05
1 Week
263.12
decreased by 4.08
1 Month
270.50
increased by 3.30
Analysis last updated: Friday, June 26, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7243 | 14.89 | |
| 0.1096 | 23.06 | |
| 0.8562 | 364.67 | |
| 0.0684 | 9.84 |
Estimation Period:
Jun 22, 2007 to Jun 19, 2026
Jun 22, 2007 to Jun 19, 2026
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