Nansin Co 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 Wednesday, June 10th, 2026
1 Day
5,127.65
decreased by 161.68
1 Week
5,335.99
increased by 46.66
1 Month
5,600.26
increased by 310.93
Analysis last updated: Wednesday, June 10, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.46 | |
| 0.0455 | 17.44 | |
| 0.9325 | 580.99 | |
| 0.0440 | 8.78 |
Estimation Period:
Dec 2, 1996 to Jun 5, 2026
Dec 2, 1996 to Jun 5, 2026
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