Auntea Jenny (Shanghai) Indu 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 Friday, June 26th, 2026
1 Day
8,743.34
increased by 5,265.97
1 Week
5,069.23
increased by 1,591.86
1 Month
2,936.72
decreased by 540.65
Analysis last updated: Friday, June 26, 2026 at 07:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.14 | |
| 0.1402 | 1.78 | |
| 0.8339 | 52.68 | |
| 0.0519 | 0.34 |
Estimation Period:
May 8, 2025 to Jun 18, 2026
May 8, 2025 to Jun 18, 2026
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