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, April 8th, 2026
1 Day
21,216.52
decreased by 1,708.56
1 Week
22,070.80
decreased by 854.28
1 Month
29,266.99
increased by 6,341.91
Analysis last updated: Friday, April 3, 2026 at 06:52 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 | |
| 0.9138 | 175.10 | |
| 0.1208 | 8.42 |
Estimation Period:
Apr 28, 1992 to Apr 2, 2026
Apr 28, 1992 to Apr 2, 2026
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