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 Friday, May 29th, 2026
1 Day
3,329.87
decreased by 227.70
1 Week
3,434.59
decreased by 122.98
1 Month
4,630.53
increased by 1,072.96
Analysis last updated: Friday, May 29, 2026 at 06:36 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 | |
| 0.0731 | 2.77 | |
| 0.9149 | 116.81 | |
| 0.0240 | 0.65 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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