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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.05 | |
| 0.1230 | 8.63 | |
| 0.8267 | 73.42 | |
| 0.1006 | 3.07 |
Estimation Period:
Mar 25, 2025 to May 15, 2026
Mar 25, 2025 to May 15, 2026
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