Li Cheng Enterprise 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 Thursday, April 2nd, 2026
1 Day
2,697.36
decreased by 488.70
1 Week
3,067.36
decreased by 118.70
1 Month
6,736.07
increased by 3,550.01
Analysis last updated: Thursday, April 2, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5704 | 7.23 | |
| 0.0917 | 23.92 | |
| 0.8461 | 351.09 | |
| 0.1244 | 15.36 |
Estimation Period:
Jan 8, 2007 to Mar 27, 2026
Jan 8, 2007 to Mar 27, 2026
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