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 Wednesday, May 20th, 2026
1 Day
5,968.58
increased by 893.17
1 Week
5,080.54
increased by 5.13
1 Month
5,166.23
increased by 90.82
Analysis last updated: Wednesday, May 20, 2026 at 08:52 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 May 15, 2026
Feb 11, 2009 to May 15, 2026
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