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 29th, 2026
1 Day
1,150.76
decreased by 18.36
1 Week
1,093.68
decreased by 75.44
1 Month
883.21
decreased by 285.91
Analysis last updated: Saturday, June 27, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.11 | |
| 0.1184 | 8.64 | |
| 0.8328 | 80.85 | |
| 0.0975 | 3.12 |
Estimation Period:
Mar 25, 2025 to Jun 26, 2026
Mar 25, 2025 to Jun 26, 2026
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