Shanghai Yaohua Pilkington Glass Group 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 Friday, April 3rd, 2026
1 Day
178,309.60
increased by 32,459.20
1 Week
155,673.64
increased by 9,823.24
1 Month
108,007.63
decreased by 37,842.77
Analysis last updated: Friday, April 3, 2026 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0819 | 3.17 | |
| 0.9030 | 146.06 | |
| 0.0304 | 0.81 |
Estimation Period:
Dec 13, 1993 to Mar 27, 2026
Dec 13, 1993 to Mar 27, 2026
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