Kwang Ming Silk Mill 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 Friday, July 3rd, 2026
1 Day
5,348.35
increased by 627.54
1 Week
4,603.85
decreased by 116.96
1 Month
3,968.99
decreased by 751.82
Analysis last updated: Friday, July 3, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.75 | |
| 0.0536 | 18.88 | |
| 0.9078 | 464.56 | |
| 0.0773 | 10.38 |
Estimation Period:
Sep 12, 2006 to Jun 26, 2026
Sep 12, 2006 to Jun 26, 2026
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