Liaoning SG Automotive Group Co Ltd 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, June 2nd, 2026
1 Day
216.60
decreased by 24.80
1 Week
221.36
decreased by 20.04
1 Month
217.32
decreased by 24.08
Analysis last updated: Tuesday, June 2, 2026 at 06:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.31 | |
| 0.1365 | 9.16 | |
| 0.7642 | 117.73 | |
| 0.1986 | 12.34 |
Estimation Period:
Dec 26, 2000 to May 29, 2026
Dec 26, 2000 to May 29, 2026
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