EnTie Commercial Bank Co 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 Monday, June 22nd, 2026
1 Day
3,834.72
decreased by 388.66
1 Week
4,504.26
increased by 280.88
1 Month
5,807.34
increased by 1,583.96
Analysis last updated: Friday, June 19, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.67 | |
| 0.0890 | 24.21 | |
| 0.8752 | 385.70 | |
| 0.0717 | 10.20 |
Estimation Period:
Apr 29, 1997 to Jun 18, 2026
Apr 29, 1997 to Jun 18, 2026
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