China International Development Corp Ltd 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, June 24th, 2026
1 Day
6,029.27
decreased by 256.31
1 Week
6,230.93
decreased by 54.65
1 Month
9,012.21
increased by 2,726.63
Analysis last updated: Wednesday, June 24, 2026 at 06:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.14 | |
| 0.0669 | 3.54 | |
| 0.9132 | 178.63 | |
| 0.0398 | 1.55 |
Estimation Period:
Jan 5, 2007 to Jun 18, 2026
Jan 5, 2007 to Jun 18, 2026
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