Beijing Jingcheng Machy Elec 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
6,286.40
increased by 4,873.16
1 Week
2,563.19
increased by 1,149.95
1 Month
1,466.28
increased by 53.04
Analysis last updated: Tuesday, May 5, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.39 | |
| 0.0741 | 2.77 | |
| 0.9144 | 115.34 | |
| 0.0230 | 0.62 |
Estimation Period:
Jan 2, 2007 to Apr 30, 2026
Jan 2, 2007 to Apr 30, 2026
Other Beijing Jingcheng Machy Elec Analyses
Other Asymmetric ILLIQ Analyses on International Equities