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, June 8th, 2026
1 Day
730.11
increased by 76.18
1 Week
609.17
decreased by 44.76
1 Month
601.91
decreased by 52.02
Analysis last updated: Saturday, June 6, 2026 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.07 | |
| 0.1216 | 8.62 | |
| 0.8285 | 76.13 | |
| 0.0999 | 3.06 |
Estimation Period:
Mar 25, 2025 to Jun 5, 2026
Mar 25, 2025 to Jun 5, 2026
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