SPIC Green Energy 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 Friday, June 12th, 2026
1 Day
132.35
increased by 8.29
1 Week
99.16
decreased by 24.90
1 Month
68.70
decreased by 55.36
Analysis last updated: Friday, June 12, 2026 at 07:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.94 | |
| 0.1929 | 8.00 | |
| 0.6911 | 38.30 | |
| 0.2320 | 18.78 |
Estimation Period:
Sep 26, 2002 to Jun 5, 2026
Sep 26, 2002 to Jun 5, 2026
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