Shui On Land 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, April 1st, 2026
1 Day
2,130.46
decreased by 25.43
1 Week
2,182.06
increased by 26.17
1 Month
2,017.72
decreased by 138.17
Analysis last updated: Wednesday, April 1, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.07 | |
| 0.0282 | 2.58 | |
| 0.9859 | 949.79 | |
| -0.0282 | -2.27 |
Estimation Period:
Oct 4, 2006 to Mar 27, 2026
Oct 4, 2006 to Mar 27, 2026
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