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 Monday, April 20th, 2026
1 Day
46.85
decreased by 6.54
1 Week
61.53
increased by 8.14
1 Month
72.87
increased by 19.48
Analysis last updated: Saturday, April 18, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.63 | |
| 0.1068 | 12.69 | |
| 0.7380 | 54.40 | |
| 0.3104 | 6.09 |
Estimation Period:
Nov 26, 1997 to Apr 17, 2026
Nov 26, 1997 to Apr 17, 2026
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