Chiu Ting Machinery 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 Thursday, May 21st, 2026
1 Day
5,846.38
increased by 1,310.04
1 Week
4,686.19
increased by 149.85
1 Month
5,243.14
increased by 706.80
Analysis last updated: Thursday, May 21, 2026 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.88 | |
| 0.0993 | 18.43 | |
| 0.8337 | 261.68 | |
| 0.1340 | 16.77 |
Estimation Period:
Apr 23, 2003 to May 15, 2026
Apr 23, 2003 to May 15, 2026
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