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 Friday, May 8th, 2026
1 Day
59.44
decreased by 4.10
1 Week
61.49
decreased by 2.05
1 Month
55.98
decreased by 7.56
Analysis last updated: Friday, May 8, 2026 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.63 | |
| 0.1341 | 19.07 | |
| 0.7621 | 137.59 | |
| 0.2075 | 13.40 |
Estimation Period:
Aug 30, 1996 to Apr 30, 2026
Aug 30, 1996 to Apr 30, 2026
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