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, May 18th, 2026
1 Day
64.54
decreased by 4.53
1 Week
63.09
decreased by 5.98
1 Month
55.72
decreased by 13.35
Analysis last updated: Saturday, May 16, 2026 at 07:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.83 | |
| 0.1340 | 19.04 | |
| 0.7624 | 137.42 | |
| 0.2073 | 13.34 |
Estimation Period:
Aug 30, 1996 to May 15, 2026
Aug 30, 1996 to May 15, 2026
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