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 Thursday, May 21st, 2026
1 Day
17.89
decreased by 0.23
1 Week
19.54
increased by 1.42
1 Month
18.50
increased by 0.38
Analysis last updated: Thursday, May 21, 2026 at 06:10 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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