Beijing Sifang Automation 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, July 6th, 2026
1 Day
16.96
decreased by 3.13
1 Week
19.55
decreased by 0.54
1 Month
18.63
decreased by 1.46
Analysis last updated: Saturday, July 4, 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 | |
|---|---|---|
| 0.8948 | 2.89 | |
| 0.2541 | 10.33 | |
| 0.7459 | 30.31 | |
| -0.0217 | -2.06 |
Estimation Period:
Jan 3, 2011 to Jul 3, 2026
Jan 3, 2011 to Jul 3, 2026
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