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, June 9th, 2026
1 Day
36.37
increased by 10.33
1 Week
32.20
increased by 6.16
1 Month
21.95
decreased by 4.09
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 | |
|---|---|---|
| 81 | ||
| 0.4236 | 0.12 | |
| 0.6995 | 31.15 | |
| -0.2462 | -0.03 | |
| 0.1448 | 0.12 | |
| 0.0000 | 0.07 | |
| 0.0000 | 0.12 |
Estimation Period:
Jun 10, 1997 to Jun 5, 2026
Jun 10, 1997 to Jun 5, 2026
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