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, April 27th, 2026
1 Day
83.10
increased by 12.67
1 Week
72.01
increased by 1.58
1 Month
84.75
increased by 14.32
Analysis last updated: Saturday, April 25, 2026 at 06:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.63 | |
| 0.2252 | 9.05 | |
| 0.7611 | 101.09 | |
| 0.0274 | 1.16 |
Estimation Period:
Jul 18, 1997 to Apr 24, 2026
Jul 18, 1997 to Apr 24, 2026
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