Shun On Electronic 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, April 30th, 2026
1 Day
3,260.28
decreased by 24.54
1 Week
3,134.75
decreased by 150.07
1 Month
5,023.88
increased by 1,739.06
Analysis last updated: Friday, May 1, 2026 at 06:02 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8663 | 7.26 | |
| 0.1093 | 23.52 | |
| 0.8313 | 250.32 | |
| 0.1188 | 14.94 |
Estimation Period:
Sep 12, 2006 to Apr 24, 2026
Sep 12, 2006 to Apr 24, 2026
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