Bai Sha Technology 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 Thursday, June 25th, 2026
1 Day
4,960.39
decreased by 575.70
1 Week
5,399.07
decreased by 137.02
1 Month
5,740.16
increased by 204.07
Analysis last updated: Thursday, June 25, 2026 at 08:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.8951 | 4.58 | |
| 0.2098 | 0.10 |
Estimation Period:
Feb 11, 2009 to Jun 18, 2026
Feb 11, 2009 to Jun 18, 2026
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