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, June 8th, 2026
1 Day
69.36
increased by 25.78
1 Week
53.93
increased by 10.35
1 Month
65.99
increased by 22.41
Analysis last updated: Saturday, June 6, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 23.56 | |
| 0.2262 | 8.96 | |
| 0.7602 | 100.05 | |
| 0.0272 | 1.13 |
Estimation Period:
Jul 18, 1997 to Jun 5, 2026
Jul 18, 1997 to Jun 5, 2026
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