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 Wednesday, April 8th, 2026
1 Day
615.82
increased by 14.30
1 Week
608.67
increased by 7.15
1 Month
418.10
decreased by 183.42
Analysis last updated: Friday, April 3, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.09 | |
| 0.1159 | 8.37 | |
| 0.8271 | 73.09 | |
| 0.1140 | 3.50 |
Estimation Period:
Mar 25, 2025 to Apr 2, 2026
Mar 25, 2025 to Apr 2, 2026
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