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, June 26th, 2026
1 Day
112.43
increased by 0.51
1 Week
103.39
decreased by 8.53
1 Month
76.30
decreased by 35.62
Analysis last updated: Friday, June 26, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.17 | |
| 0.1343 | 19.17 | |
| 0.7621 | 137.46 | |
| 0.2073 | 13.23 |
Estimation Period:
Aug 30, 1996 to Jun 18, 2026
Aug 30, 1996 to Jun 18, 2026
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