Chongqing Changan Automobile Co Ltd Spline 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
27.37
increased by 7.49
1 Week
24.40
increased by 4.52
1 Month
17.04
decreased by 2.84
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 | |
|---|---|---|
| 1.4920 | 0.42 | |
| 0.3074 | 0.74 | |
| 0.6926 | 1.68 | |
| -0.5294 | -0.22 | |
| 1.9198 | 0.60 | |
| -2.5566 | -2.64 | |
| 1.4236 | 3.30 | |
| -0.2470 | -1.02 | |
| 0.0038 | 0.03 | |
| 0.0336 | 0.20 |
Estimation Period:
Jun 10, 1997 to Jun 5, 2026
Jun 10, 1997 to Jun 5, 2026
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