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 Wednesday, May 13th, 2026
1 Day
165,512.80
increased by 15,488.90
1 Week
150,657.80
increased by 633.90
1 Month
169,928.38
increased by 19,904.48
Analysis last updated: Wednesday, May 13, 2026 at 06:41 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 | 146.18 | |
| 0.0303 | 0.81 |
Estimation Period:
Dec 13, 1993 to May 8, 2026
Dec 13, 1993 to May 8, 2026
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