Yantai North Andre Juice Co 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 Thursday, April 2nd, 2026
1 Day
7,238.58
increased by 658.89
1 Week
7,223.64
increased by 643.95
1 Month
8,744.11
increased by 2,164.42
Analysis last updated: Thursday, April 2, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.37 | |
| 0.0472 | 10.53 | |
| 0.9229 | 274.44 | |
| 0.0597 | 10.55 |
Estimation Period:
Jan 19, 2011 to Mar 27, 2026
Jan 19, 2011 to Mar 27, 2026
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