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 Friday, April 3rd, 2026
1 Day
83.20
decreased by 9.81
1 Week
99.02
increased by 6.01
1 Month
77.87
decreased by 15.14
Analysis last updated: Friday, April 3, 2026 at 06:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.42 | |
| 0.2246 | 9.06 | |
| 0.7615 | 101.69 | |
| 0.0277 | 1.18 |
Estimation Period:
Jul 18, 1997 to Mar 27, 2026
Jul 18, 1997 to Mar 27, 2026
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