Jiangsu Pacific Quartz 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 Tuesday, May 19th, 2026
1 Day
18.73
decreased by 3.81
1 Week
19.34
decreased by 3.20
1 Month
18.55
decreased by 3.99
Analysis last updated: Tuesday, May 19, 2026 at 07:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3830 | 8.22 | |
| 0.1332 | 15.81 | |
| 0.7649 | 184.37 | |
| 0.2038 | 12.92 |
Estimation Period:
Oct 31, 2014 to May 15, 2026
Oct 31, 2014 to May 15, 2026
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