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 Tuesday, May 5th, 2026
1 Day
4,302.92
increased by 555.18
1 Week
3,867.22
increased by 119.48
1 Month
3,842.56
increased by 94.82
Analysis last updated: Tuesday, May 5, 2026 at 06:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7713 | 0.20 | |
| 0.0110 | 5.67 | |
| 0.9859 | 869.40 | |
| 0.0063 | 1.53 |
Estimation Period:
Jan 2, 2007 to Apr 30, 2026
Jan 2, 2007 to Apr 30, 2026
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