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 Monday, May 18th, 2026
1 Day
44,828.17
increased by 10,706.98
1 Week
35,172.08
increased by 1,050.89
1 Month
24,942.22
decreased by 9,178.97
Analysis last updated: Saturday, May 16, 2026 at 07:53 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 | 175.34 | |
| 0.1208 | 8.43 |
Estimation Period:
Apr 28, 1992 to May 15, 2026
Apr 28, 1992 to May 15, 2026
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