Dongwu Cement International 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, April 10th, 2026
1 Day
5,697.23
increased by 52.99
1 Week
5,670.74
increased by 26.50
1 Month
4,997.70
decreased by 646.54
Analysis last updated: Friday, April 10, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.18 | |
| 0.0400 | 10.17 | |
| 0.9315 | 305.10 | |
| 0.0570 | 3.53 |
Estimation Period:
Jun 13, 2012 to Apr 2, 2026
Jun 13, 2012 to Apr 2, 2026
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