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 26th, 2026
1 Day
4,135.50
increased by 43.02
1 Week
4,094.27
increased by 1.79
1 Month
4,060.66
decreased by 31.82
Analysis last updated: Saturday, May 23, 2026 at 07:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8561 | 0.23 | |
| 0.0110 | 5.68 | |
| 0.9859 | 870.95 | |
| 0.0062 | 1.52 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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