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Nanshan Aluminium Internatio 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

591.55

increased by 67.89

1 Week

474.94

decreased by 48.72

1 Month

422.06

decreased by 101.60

Analysis last updated: Saturday, May 16, 2026 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Nanshan Aluminium Internatio ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time
paramt-stat
ω5.00002.05
α0.12308.63
β0.826773.42
γ0.10063.07
Estimation Period:
Mar 25, 2025 to May 15, 2026