China Southern Airlines 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 Friday, June 26th, 2026
1 Day
367.57
decreased by 4.34
1 Week
373.80
increased by 1.89
1 Month
355.24
decreased by 16.67
Analysis last updated: Friday, June 26, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8755 | 3.58 | |
| 0.0170 | 3.25 | |
| 0.9705 | 319.04 | |
| 0.0250 | 4.65 |
Estimation Period:
Jul 31, 1997 to Jun 18, 2026
Jul 31, 1997 to Jun 18, 2026
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