Shangya Technology Co Ltd Spline 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
6,283.02
increased by 330.79
1 Week
5,520.15
decreased by 432.08
1 Month
3,931.67
decreased by 2,020.56
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 | |
|---|---|---|
| 0.9065 | 0.00 | |
| 0.2259 | 0.00 | |
| 0.7741 | 0.00 | |
| 0.8058 | 0.00 | |
| -2.0369 | 0.00 | |
| 1.9333 | 0.00 | |
| -0.7931 | 0.00 | |
| -0.5508 | 0.00 | |
| 1.5886 | 0.00 | |
| -2.7290 | -0.01 |
Estimation Period:
Sep 14, 2006 to Jun 18, 2026
Sep 14, 2006 to Jun 18, 2026
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