Nanshan Aluminium Internatio ILLIQ-MFMEM 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
1,178.90
increased by 13.58
1 Week
1,129.14
decreased by 36.18
1 Month
902.73
decreased by 262.59
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 | |
|---|---|---|
| 86 | ||
| 0.0638 | 2.52 | |
| 0.9681 | 925.55 | |
| -0.0638 | -1.12 | |
| 0.0000 | 10.00 | |
| 0.0012 | 2.41 | |
| 0.0546 | 7.71 |
Estimation Period:
Mar 25, 2025 to Jun 26, 2026
Mar 25, 2025 to Jun 26, 2026
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