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 Tuesday, May 12th, 2026
1 Day
51.64
decreased by 3.05
1 Week
56.54
increased by 1.85
1 Month
69.46
increased by 14.77
Analysis last updated: Tuesday, May 12, 2026 at 06:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.82 | |
| 0.2258 | 9.05 | |
| 0.7607 | 100.52 | |
| 0.0271 | 1.14 |
Estimation Period:
Jul 18, 1997 to May 8, 2026
Jul 18, 1997 to May 8, 2026
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