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 Thursday, July 2nd, 2026
1 Day
171.95
increased by 0.67
1 Week
160.90
decreased by 10.38
1 Month
99.69
decreased by 71.59
Analysis last updated: Thursday, July 2, 2026 at 05:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 23.07 | |
| 0.2258 | 8.94 | |
| 0.7604 | 100.31 | |
| 0.0276 | 1.14 |
Estimation Period:
Jul 18, 1997 to Jun 26, 2026
Jul 18, 1997 to Jun 26, 2026
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