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, June 8th, 2026
1 Day
65.32
increased by 10.50
1 Week
54.11
decreased by 0.71
1 Month
58.36
increased by 3.54
Analysis last updated: Saturday, June 6, 2026 at 07:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.30 | |
| 0.1342 | 19.14 | |
| 0.7620 | 137.23 | |
| 0.2076 | 13.33 |
Estimation Period:
Aug 30, 1996 to Jun 5, 2026
Aug 30, 1996 to Jun 5, 2026
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