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 29th, 2026
1 Day
139.84
increased by 29.08
1 Week
105.46
decreased by 5.30
1 Month
78.93
decreased by 31.83
Analysis last updated: Saturday, June 27, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0303 | 9.24 | |
| 0.0961 | 7.98 | |
| 0.7853 | 133.97 | |
| 0.2370 | 4.17 |
Estimation Period:
Feb 23, 2001 to Jun 26, 2026
Feb 23, 2001 to Jun 26, 2026
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