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Chongqing Zhixin Industrial Co Ltd ILLIQ-MFMEM Liquidity Analysis

Illiquidity prediction for Friday, August 14th, 2026

1 Day

532.07

increased by 299.35

1 Week

308.74

increased by 76.02

1 Month

377.69

increased by 144.97

Analysis last updated: Friday, August 14, 2026 at 06:12 PM UTC

Date Range:

from

to

6M ·

All

graph of Chongqing Zhixin Industrial Co Ltd ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jan 15, 2026 to Aug 7, 2026

Model Insight

This asset shows asymmetric liquidity dynamics: illiquidity rises 16% more after negative returns than after positive returns of equal magnitude. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

66
α

ARCH

Response to squared shocks

0.7487
131.44***
β

GARCH

Volatility persistence

0.0327
19.78***
γ

leverage

Additional response to negative shocks

0.1165
8.64***
λ₁

tau intercept

Baseline long-term coefficient

10.0000
1.73*
λ₂

forecast adj.

Forecast performance sensitivity

0.0623
8.22***
λ₃

tau persistence

Long-term factor persistence

0.9377
36.60***

Persistence:

0.840

Half-life:

4 days