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 Wednesday, June 3rd, 2026
1 Day
59,231.94
increased by 594.33
1 Week
62,100.69
increased by 3,463.08
1 Month
43,388.57
decreased by 15,249.04
Analysis last updated: Wednesday, June 3, 2026 at 06:29 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 | |
| 0.9139 | 175.51 | |
| 0.1208 | 8.43 |
Estimation Period:
Apr 28, 1992 to May 29, 2026
Apr 28, 1992 to May 29, 2026
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