Suzhou Qingyue Optoelectroni 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 Wednesday, July 1st, 2026
1 Day
9,155.84
decreased by 1,052.43
1 Week
9,714.59
decreased by 493.68
1 Month
14,932.33
increased by 4,724.06
Analysis last updated: Wednesday, July 1, 2026 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.54 | |
| 0.0000 | 0.00 | |
| 0.8964 | 59.84 | |
| 0.2072 | 7.15 |
Estimation Period:
Dec 28, 2022 to Jun 26, 2026
Dec 28, 2022 to Jun 26, 2026
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