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 Tuesday, June 23rd, 2026
1 Day
39,686.98
decreased by 3,733.85
1 Week
39,345.73
decreased by 4,075.10
1 Month
50,654.03
increased by 7,233.20
Analysis last updated: Tuesday, June 23, 2026 at 06:12 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 | |
| 0.0258 | 3.34 | |
| 0.9139 | 175.58 | |
| 0.1207 | 8.42 |
Estimation Period:
Apr 28, 1992 to Jun 18, 2026
Apr 28, 1992 to Jun 18, 2026
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