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 30th, 2026
1 Day
32.68
increased by 2.30
1 Week
29.62
decreased by 0.76
1 Month
27.58
decreased by 2.80
Analysis last updated: Tuesday, June 30, 2026 at 06:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5201 | 4.41 | |
| 0.2388 | 2.54 | |
| 0.7440 | 35.36 | |
| 0.0344 | 0.31 |
Estimation Period:
Jun 10, 1997 to Jun 26, 2026
Jun 10, 1997 to Jun 26, 2026
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