Tongda Group Holdings 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 Monday, June 22nd, 2026
1 Day
202,916.60
decreased by 41,613.90
1 Week
230,645.40
decreased by 13,885.10
1 Month
219,325.52
decreased by 25,204.98
Analysis last updated: Friday, June 19, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.78 | |
| 0.1198 | 11.89 | |
| 0.8298 | 161.06 | |
| 0.1009 | 6.23 |
Estimation Period:
Dec 26, 2000 to Jun 18, 2026
Dec 26, 2000 to Jun 18, 2026
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