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 23rd, 2026
1 Day
177.37
decreased by 50.97
1 Week
179.83
decreased by 48.51
1 Month
110.87
decreased by 117.47
Analysis last updated: Tuesday, June 23, 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 | |
|---|---|---|
| 5.0000 | 3.85 | |
| 0.1069 | 12.74 | |
| 0.7378 | 54.64 | |
| 0.3106 | 6.03 |
Estimation Period:
Nov 26, 1997 to Jun 18, 2026
Nov 26, 1997 to Jun 18, 2026
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