Guan Chao Holdings 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 Tuesday, March 31st, 2026
1 Day
4,955.26
decreased by 902.31
1 Week
4,819.06
decreased by 1,038.51
1 Month
5,767.92
decreased by 89.65
Analysis last updated: Tuesday, March 31, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.8451 | 36.12 | |
| 0.3098 | 1.88 |
Estimation Period:
Feb 28, 2019 to Mar 27, 2026
Feb 28, 2019 to Mar 27, 2026
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