Sichuan Golden Summit Group 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 Wednesday, May 6th, 2026
1 Day
12,536.99
increased by 12,394.48
1 Week
12,536.99
increased by 12,394.48
1 Month
870.30
increased by 727.79
Analysis last updated: Friday, May 1, 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 | |
|---|---|---|
| 5.0000 | 0.94 | |
| 0.0583 | 2.32 | |
| 0.7074 | 17.45 | |
| 0.4685 | 1.64 |
Estimation Period:
Oct 8, 1993 to Apr 30, 2026
Oct 8, 1993 to Apr 30, 2026
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