Jinli Group Holdings Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
8,834.07
decreased by 502.21
1 Week
7,999.28
decreased by 1,337.00
1 Month
6,545.52
decreased by 2,790.76
Analysis last updated: Tuesday, July 21, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Nov 14, 2012 to Jul 17, 2026Model Insight
With persistence 0.996, illiquidity shocks have a half-life of 186 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: Illiquidity rises 181% more after negative returns
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7742 | 5.47*** |
α ARCH Response to squared shocks | 0.0663 | 16.90*** |
β GARCH Volatility persistence | 0.8698 | 367.61*** |
γ leverage Additional response to negative shocks | 0.1204 | 18.53*** |
Persistence:
0.996
Half-life:
186 days
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