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 Tuesday, June 9th, 2026
1 Day
365.85
increased by 9.75
1 Week
352.91
decreased by 3.19
1 Month
338.46
decreased by 17.64
Analysis last updated: Tuesday, June 9, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8777 | 3.58 | |
| 0.0170 | 3.25 | |
| 0.9705 | 318.93 | |
| 0.0250 | 4.66 |
Estimation Period:
Jul 31, 1997 to Jun 5, 2026
Jul 31, 1997 to Jun 5, 2026
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