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 22nd, 2026
1 Day
88.39
decreased by 2.60
1 Week
92.49
increased by 1.50
1 Month
75.63
decreased by 15.36
Analysis last updated: Friday, June 19, 2026 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9018 | 0.26 | |
| 0.2008 | 0.01 | |
| 0.7992 | 0.02 | |
| -3.0935 | 0.00 | |
| 9.8025 | 0.00 | |
| -10.8302 | 0.00 | |
| 5.3870 | 0.00 | |
| -2.7207 | -0.01 | |
| 2.0237 | 0.01 | |
| -0.2671 | 0.00 | |
| -0.6337 | 0.00 | |
| 0.5994 | 0.01 | |
| -0.5739 | -0.01 |
Estimation Period:
Mar 4, 1993 to Jun 18, 2026
Mar 4, 1993 to Jun 18, 2026
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