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Jiangxi Ganneng Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

169.25

increased by 24.11

1 Week

150.34

increased by 5.20

1 Month

134.72

decreased by 10.42

Analysis last updated: Saturday, July 18, 2026 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiangxi Ganneng Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 26, 1997 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 1838 trading days (~7.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7678
9.68***
α

ARCH

Response to squared shocks

0.2616
23.04***
β

GARCH

Volatility persistence

0.7380
64.88***
γi Spline Coefficients
K=4
γ10.4587
11.40***
γ2-0.8032
-13.66***
γ30.4866
9.02***
γ4-0.2004
-3.37***

Persistence:

1.000

Half-life:

1838 days