Guangzhou Baiyunshan Pharmaceutical Holdings 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 Monday, May 18th, 2026
1 Day
42.47
increased by 2.80
1 Week
30.70
decreased by 8.97
1 Month
34.19
decreased by 5.48
Analysis last updated: Saturday, May 16, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0339 | 9.21 | |
| 0.0961 | 7.95 | |
| 0.7849 | 133.74 | |
| 0.2380 | 4.17 |
Estimation Period:
Feb 23, 2001 to May 15, 2026
Feb 23, 2001 to May 15, 2026
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