Chongqing Changan Automobile Co Ltd 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, May 19th, 2026
1 Day
25.94
increased by 9.11
1 Week
19.75
increased by 2.92
1 Month
16.08
decreased by 0.75
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 | |
|---|---|---|
| 81 | ||
| 0.4243 | 0.12 | |
| 0.6992 | 31.17 | |
| -0.2468 | -0.03 | |
| 0.6669 | 0.12 | |
| 0.0000 | 0.06 | |
| 0.0000 | 0.12 |
Estimation Period:
Jun 10, 1997 to May 15, 2026
Jun 10, 1997 to May 15, 2026
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