Shenzhen Zhongheng Huafa 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, April 23rd, 2026
1 Day
21,568.19
decreased by 593.28
1 Week
20,003.17
decreased by 2,158.30
1 Month
23,390.81
increased by 1,229.34
Analysis last updated: Thursday, April 23, 2026 at 06:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.0257 | 3.34 | |
| 0.9138 | 175.16 | |
| 0.1208 | 8.43 |
Estimation Period:
Apr 28, 1992 to Apr 17, 2026
Apr 28, 1992 to Apr 17, 2026
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