Yuexiu Services Group 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, June 4th, 2026
1 Day
6,448.19
increased by 3,517.52
1 Week
3,955.88
increased by 1,025.21
1 Month
4,071.44
increased by 1,140.77
Analysis last updated: Thursday, June 4, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.26 | |
| 0.0760 | 7.33 | |
| 0.8888 | 248.90 | |
| 0.0704 | 3.22 |
Estimation Period:
Jun 28, 2021 to May 29, 2026
Jun 28, 2021 to May 29, 2026
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