Dhipaya Group Holdings 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, April 3rd, 2026
1 Day
3,805.97
increased by 1,527.85
1 Week
2,602.35
increased by 324.23
1 Month
2,274.04
decreased by 4.08
Analysis last updated: Friday, April 3, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3929 | 2.99 | |
| 0.0489 | 16.60 | |
| 0.9515 | 530.99 | |
| -0.0008 | -0.15 |
Estimation Period:
Oct 30, 1996 to Mar 27, 2026
Oct 30, 1996 to Mar 27, 2026
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