Guangzhou Development Group Inc Spline 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
34.54
decreased by 2.49
1 Week
39.02
increased by 1.99
1 Month
51.96
increased by 14.93
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 | |
|---|---|---|
| 4.0170 | 0.00 | |
| 0.2390 | 0.00 | |
| 0.7610 | 0.01 | |
| -0.0004 | 0.00 | |
| -0.6130 | -0.01 | |
| 2.3793 | 0.05 | |
| -3.1949 | -0.08 | |
| 1.9451 | 0.03 | |
| -2.0759 | -0.01 | |
| 3.8195 | 0.01 | |
| -3.3918 | -0.01 | |
| 1.3611 | 0.01 | |
| -0.4007 | -0.02 |
Estimation Period:
Jul 18, 1997 to May 8, 2026
Jul 18, 1997 to May 8, 2026
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