Uni Abex Alloy Products Ltd 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 12th, 2026
1 Day
7,947.46
decreased by 181.80
1 Week
8,223.42
increased by 94.16
1 Month
10,695.37
increased by 2,566.11
Analysis last updated: Friday, June 12, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.22 | |
| 0.0333 | 11.23 | |
| 0.9587 | 502.47 | |
| 0.0160 | 3.05 |
Estimation Period:
May 4, 2011 to Jun 5, 2026
May 4, 2011 to Jun 5, 2026
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