Ta Ann Holdings Bhd 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 11th, 2026
1 Day
9,891.26
decreased by 96.05
1 Week
10,067.45
increased by 80.14
1 Month
10,518.59
increased by 531.28
Analysis last updated: Thursday, June 11, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.74 | |
| 0.0129 | 5.70 | |
| 0.9862 | 757.44 | |
| 0.0018 | 0.73 |
Estimation Period:
Feb 6, 2001 to Jun 5, 2026
Feb 6, 2001 to Jun 5, 2026
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