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 Friday, June 26th, 2026
1 Day
1,244.02
decreased by 208.57
1 Week
1,520.93
increased by 68.34
1 Month
2,153.42
increased by 700.83
Analysis last updated: Friday, June 26, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7648 | 7.14 | |
| 0.1077 | 23.44 | |
| 0.8327 | 253.34 | |
| 0.1191 | 15.10 |
Estimation Period:
Sep 12, 2006 to Jun 18, 2026
Sep 12, 2006 to Jun 18, 2026
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