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, May 19th, 2026
1 Day
20.68
increased by 5.85
1 Week
16.57
increased by 1.74
1 Month
14.05
decreased by 0.78
Analysis last updated: Tuesday, May 19, 2026 at 07:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5187 | 4.39 | |
| 0.2388 | 2.54 | |
| 0.7438 | 35.26 | |
| 0.0347 | 0.31 |
Estimation Period:
Jun 10, 1997 to May 15, 2026
Jun 10, 1997 to May 15, 2026
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