Hongmian Zhihui Science And Technology Innovation Co Ltd Guangzhou Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, May 12th, 2026
1 Day
120.82
decreased by 22.77
1 Week
132.25
decreased by 11.34
1 Month
157.12
increased by 13.53
Analysis last updated: Tuesday, May 12, 2026 at 06:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9459 | 0.05 | |
| 0.2530 | 0.00 | |
| 0.7470 | 0.01 | |
| -1.1330 | -0.03 | |
| 2.5063 | 0.02 | |
| -2.2674 | -0.02 | |
| 1.1057 | 0.02 | |
| -0.2230 | -0.13 | |
| -0.0395 | -0.01 |
Estimation Period:
Nov 8, 1993 to May 8, 2026
Nov 8, 1993 to May 8, 2026
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