China International Development Corp Ltd Spline 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
5,725.30
decreased by 441.64
1 Week
5,959.67
decreased by 207.27
1 Month
8,997.90
increased by 2,830.96
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 | |
|---|---|---|
| 0.5425 | 5,425,110.00 | |
| 0.1511 | 1,510,680.00 | |
| 0.8489 | 8,489,290.00 | |
| -7.4563 | -74,562,750.00 | |
| 9.0845 | 90,845,260.00 | |
| -4.5943 | -45,943,100.00 | |
| 4.2907 | 42,906,650.00 | |
| 0.8958 | 8,957,720.00 | |
| -5.1726 | -51,726,100.00 | |
| 6.4000 | 63,999,600.00 | |
| -6.6015 | -66,015,300.00 | |
| 1.9859 | 19,858,760.00 | |
| 4.6041 | 46,041,370.00 |
Estimation Period:
Jan 5, 2007 to Jun 18, 2026
Jan 5, 2007 to Jun 18, 2026
Other China International Development Corp Ltd Analyses
Other Spline ILLIQ Analyses on International Equities