Sanyu 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 Wednesday, May 27th, 2026
1 Day
4,226.87
increased by 1,423.97
1 Week
3,124.16
increased by 321.26
1 Month
3,041.69
increased by 238.79
Analysis last updated: Wednesday, May 27, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.45 | |
| 0.0536 | 17.99 | |
| 0.9327 | 407.84 | |
| 0.0273 | 5.35 |
Estimation Period:
Jan 26, 1999 to May 22, 2026
Jan 26, 1999 to May 22, 2026
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