Cnooc 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, April 15th, 2026
1 Day
4,042.03
decreased by 232.30
1 Week
4,238.54
decreased by 35.79
1 Month
4,520.64
increased by 246.31
Analysis last updated: Wednesday, April 15, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.12 | |
| 0.1382 | 11.24 | |
| 0.9210 | 175.10 | |
| -0.1185 | -9.37 |
Estimation Period:
Jul 26, 2023 to Apr 10, 2026
Jul 26, 2023 to Apr 10, 2026
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