CS Group Investment Holding 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 Wednesday, April 8th, 2026
1 Day
8,178.11
increased by 5,235.32
1 Week
4,855.49
increased by 1,912.70
1 Month
6,098.37
increased by 3,155.58
Analysis last updated: Wednesday, April 8, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.85 | |
| 0.0680 | 20.50 | |
| 0.8526 | 223.67 | |
| 0.1586 | 9.63 |
Estimation Period:
Jan 3, 1997 to Apr 2, 2026
Jan 3, 1997 to Apr 2, 2026
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