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 30th, 2026
1 Day
33.22
increased by 3.96
1 Week
28.73
decreased by 0.53
1 Month
27.17
decreased by 2.09
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 | |
|---|---|---|
| 2.7715 | 0.00 | |
| 0.3098 | 0.00 | |
| 0.6902 | 0.00 | |
| -0.4743 | 0.00 | |
| 1.7873 | 0.00 | |
| -2.4567 | 0.00 | |
| 1.3986 | 0.00 | |
| -0.2449 | 0.00 | |
| 0.0105 | 0.00 | |
| 0.0334 | 0.00 |
Estimation Period:
Jun 10, 1997 to Jun 26, 2026
Jun 10, 1997 to Jun 26, 2026
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