Guangdong Shaoneng Group ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, April 28th, 2026
1 Day
40.60
decreased by 7.88
1 Week
36.30
decreased by 12.18
1 Month
51.96
increased by 3.48
Analysis last updated: Tuesday, April 28, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2256 | 0.00 | |
| 0.6668 | 15.18 | |
| 0.2151 | 0.00 | |
| 8.5710 | 0.00 | |
| 0.8649 | 0.00 | |
| 0.1351 | 0.00 |
Estimation Period:
Aug 30, 1996 to Apr 24, 2026
Aug 30, 1996 to Apr 24, 2026
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