Bairong Inc 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
7,037.72
decreased by 828.46
1 Week
5,683.08
decreased by 2,183.10
1 Month
3,947.54
decreased by 3,918.64
Analysis last updated: Friday, June 26, 2026 at 08:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.67 | |
| 0.1248 | 14.43 | |
| 0.8537 | 234.93 | |
| 0.0430 | 3.11 |
Estimation Period:
Mar 31, 2021 to Jun 18, 2026
Mar 31, 2021 to Jun 18, 2026
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