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 Wednesday, April 8th, 2026
1 Day
83.85
increased by 11.02
1 Week
75.23
increased by 2.40
1 Month
91.76
increased by 18.93
Analysis last updated: Sunday, April 5, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.86 | |
| 0.1331 | 18.70 | |
| 0.7630 | 138.48 | |
| 0.2077 | 13.55 |
Estimation Period:
Aug 30, 1996 to Apr 3, 2026
Aug 30, 1996 to Apr 3, 2026
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