Skip to main content
V-Lab

Chongqing Zhixin Industrial 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 Monday, July 13th, 2026

1 Day

742.53

decreased by 35.57

1 Week

717.50

decreased by 60.60

1 Month

597.49

decreased by 180.61

Analysis last updated: Saturday, July 11, 2026 at 06:55 PM UTC

Date Range:

from

to

6M ·

All

graph of Chongqing Zhixin Industrial Co Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 15, 2026 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7174
0.34
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9534
84.20***
γ

leverage

Additional response to negative shocks

0.0933
3.01***

Persistence:

1.000

Half-life:

1386294 days