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 Tuesday, April 28th, 2026
1 Day
412.90
increased by 30.35
1 Week
416.17
increased by 33.62
1 Month
525.11
increased by 142.56
Analysis last updated: Tuesday, April 28, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.03 | |
| 0.1234 | 8.61 | |
| 0.8246 | 71.30 | |
| 0.1040 | 3.14 |
Estimation Period:
Mar 25, 2025 to Apr 24, 2026
Mar 25, 2025 to Apr 24, 2026
Other Nanshan Aluminium Internatio Analyses
Other Asymmetric ILLIQ Analyses on International Equities