Guangdong Shaoneng Group 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 Monday, April 27th, 2026
1 Day
61.40
increased by 23.44
1 Week
44.41
increased by 6.45
1 Month
64.29
increased by 26.33
Analysis last updated: Saturday, April 25, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.62 | |
| 0.1340 | 19.03 | |
| 0.7622 | 137.59 | |
| 0.2076 | 13.39 |
Estimation Period:
Aug 30, 1996 to Apr 24, 2026
Aug 30, 1996 to Apr 24, 2026
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