Guangzhou Development Group Inc 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, May 18th, 2026
1 Day
56.25
decreased by 3.65
1 Week
55.73
decreased by 4.17
1 Month
65.09
increased by 5.19
Analysis last updated: Saturday, May 16, 2026 at 06:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 22.19 | |
| 0.2261 | 9.03 | |
| 0.7604 | 100.17 | |
| 0.0271 | 1.14 |
Estimation Period:
Jul 18, 1997 to May 15, 2026
Jul 18, 1997 to May 15, 2026
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