Tanco 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
5,297.52
increased by 3,023.19
1 Week
1,986.59
decreased by 287.74
1 Month
672.19
decreased by 1,602.14
Analysis last updated: Thursday, June 11, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.86 | |
| 0.0112 | 0.88 | |
| 0.9307 | 250.00 | |
| 0.1161 | 2.34 |
Estimation Period:
Jun 24, 1994 to Jun 5, 2026
Jun 24, 1994 to Jun 5, 2026
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