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, April 7th, 2026
1 Day
104.08
increased by 20.88
1 Week
98.00
increased by 14.80
1 Month
80.02
decreased by 3.18
Analysis last updated: Saturday, April 4, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.45 | |
| 0.2247 | 9.07 | |
| 0.7616 | 101.73 | |
| 0.0276 | 1.17 |
Estimation Period:
Jul 18, 1997 to Apr 3, 2026
Jul 18, 1997 to Apr 3, 2026
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