China Aluminum Int Engr Corp 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, June 29th, 2026
1 Day
10,858.76
increased by 5,304.08
1 Week
6,036.60
increased by 481.92
1 Month
4,280.91
decreased by 1,273.77
Analysis last updated: Saturday, June 27, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.54 | |
| 0.0743 | 7.63 | |
| 0.8667 | 184.72 | |
| 0.1180 | 7.02 |
Estimation Period:
Jul 6, 2012 to Jun 26, 2026
Jul 6, 2012 to Jun 26, 2026
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