Jiangxi Ganneng 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 Tuesday, June 2nd, 2026
1 Day
52.42
decreased by 6.71
1 Week
73.13
increased by 14.00
1 Month
80.56
increased by 21.43
Analysis last updated: Tuesday, June 2, 2026 at 06:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.78 | |
| 0.1069 | 12.72 | |
| 0.7379 | 54.51 | |
| 0.3105 | 6.05 |
Estimation Period:
Nov 26, 1997 to May 29, 2026
Nov 26, 1997 to May 29, 2026
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