Beijing Sifang Automation 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 Friday, July 3rd, 2026
1 Day
27.30
decreased by 1.64
1 Week
26.85
decreased by 2.09
1 Month
23.24
decreased by 5.70
Analysis last updated: Friday, July 3, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3344 | 16.11 | |
| 0.1548 | 37.24 | |
| 0.7804 | 445.66 | |
| 0.1296 | 17.47 |
Estimation Period:
Jan 3, 2011 to Jun 26, 2026
Jan 3, 2011 to Jun 26, 2026
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