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, May 12th, 2026
1 Day
67.28
decreased by 7.40
1 Week
84.64
increased by 9.96
1 Month
69.20
decreased by 5.48
Analysis last updated: Tuesday, May 12, 2026 at 06:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.73 | |
| 0.1067 | 12.70 | |
| 0.7381 | 54.49 | |
| 0.3104 | 6.06 |
Estimation Period:
Nov 26, 1997 to May 8, 2026
Nov 26, 1997 to May 8, 2026
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