Fortune Ng Fung Food Hebei 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 Wednesday, April 29th, 2026
1 Day
11,330.98
increased by 6,511.90
1 Week
3,483.06
decreased by 1,336.02
1 Month
1,078.83
decreased by 3,740.25
Analysis last updated: Wednesday, April 29, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.52 | |
| 0.0389 | 3.37 | |
| 0.8220 | 435.60 | |
| 0.2783 | 6.96 |
Estimation Period:
Jul 13, 2004 to Apr 24, 2026
Jul 13, 2004 to Apr 24, 2026
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