Zhejiang Daily Digital Culture Group Co Ltd 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 Monday, June 1st, 2026
1 Day
57.32
increased by 11.62
1 Week
50.76
increased by 5.06
1 Month
40.74
decreased by 4.96
Analysis last updated: Saturday, May 30, 2026 at 07:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8251 | 1.53 | |
| 0.2338 | 0.08 | |
| 0.7662 | 0.28 | |
| -4.3926 | -0.06 | |
| 12.6017 | 0.06 | |
| -11.1227 | -0.06 | |
| 2.1698 | 0.04 | |
| -0.0204 | 0.00 | |
| 1.5559 | 0.26 | |
| -1.0596 | -0.34 | |
| 0.3643 | 0.21 | |
| -0.1709 | -0.31 |
Estimation Period:
Mar 4, 1993 to May 29, 2026
Mar 4, 1993 to May 29, 2026
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