Shangya Technology 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 Wednesday, June 24th, 2026
1 Day
8,109.95
increased by 825.45
1 Week
6,853.69
decreased by 430.81
1 Month
5,899.46
decreased by 1,385.04
Analysis last updated: Wednesday, June 24, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.60 | |
| 0.0014 | 1.37 | |
| 0.8897 | 563.80 | |
| 0.2179 | 8.13 |
Estimation Period:
Sep 14, 2006 to Jun 18, 2026
Sep 14, 2006 to Jun 18, 2026
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