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, June 3rd, 2026
1 Day
158,874.20
increased by 9,000.80
1 Week
147,246.62
decreased by 2,626.78
1 Month
150,666.65
increased by 793.25
Analysis last updated: Wednesday, June 3, 2026 at 06:23 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 29, 2026
Dec 13, 1993 to May 29, 2026
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