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, June 8th, 2026
1 Day
60.37
decreased by 8.46
1 Week
52.66
decreased by 16.17
1 Month
46.63
decreased by 22.20
Analysis last updated: Saturday, June 6, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0292 | 9.20 | |
| 0.0962 | 7.97 | |
| 0.7851 | 133.79 | |
| 0.2374 | 4.17 |
Estimation Period:
Feb 23, 2001 to Jun 5, 2026
Feb 23, 2001 to Jun 5, 2026
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