Tianjin Cap Envmntl Protn 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, June 22nd, 2026
1 Day
4,231.86
increased by 4.54
1 Week
4,231.74
increased by 4.42
1 Month
4,279.61
increased by 52.29
Analysis last updated: Friday, June 19, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8791 | 0.23 | |
| 0.0110 | 5.68 | |
| 0.9859 | 871.73 | |
| 0.0062 | 1.52 |
Estimation Period:
Jan 2, 2007 to Jun 18, 2026
Jan 2, 2007 to Jun 18, 2026
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