Wei Chih Steel Ind 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 15th, 2026
1 Day
3,245.41
decreased by 126.78
1 Week
3,711.70
increased by 339.51
1 Month
5,437.75
increased by 2,065.56
Analysis last updated: Wednesday, April 15, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7928 | 8.11 | |
| 0.0762 | 22.68 | |
| 0.8601 | 429.40 | |
| 0.1275 | 17.60 |
Estimation Period:
Jan 3, 1997 to Apr 10, 2026
Jan 3, 1997 to Apr 10, 2026
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