Chongqing Changan Automobile Co Ltd 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 Tuesday, June 9th, 2026
1 Day
28.16
increased by 6.75
1 Week
24.72
increased by 3.31
1 Month
18.08
decreased by 3.33
Analysis last updated: Tuesday, June 9, 2026 at 06:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5196 | 4.40 | |
| 0.2389 | 2.54 | |
| 0.7439 | 35.33 | |
| 0.0345 | 0.31 |
Estimation Period:
Jun 10, 1997 to Jun 5, 2026
Jun 10, 1997 to Jun 5, 2026
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