Hainan Meilan Intl Airport 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 Thursday, April 16th, 2026
1 Day
3,514.95
increased by 6.20
1 Week
3,541.27
increased by 32.52
1 Month
3,114.63
decreased by 394.12
Analysis last updated: Thursday, April 16, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0091 | 6.68 | |
| 0.9755 | 425.04 | |
| 0.0309 | 5.79 |
Estimation Period:
Jan 2, 2007 to Apr 10, 2026
Jan 2, 2007 to Apr 10, 2026
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