Shenzhen Hepalink Pharm Co L 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, May 29th, 2026
1 Day
11,766.44
decreased by 852.82
1 Week
9,335.93
decreased by 3,283.33
1 Month
7,277.49
decreased by 5,341.77
Analysis last updated: Friday, May 29, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.83 | |
| 0.1569 | 7.77 | |
| 0.8101 | 201.61 | |
| 0.0660 | 1.96 |
Estimation Period:
Jul 8, 2020 to May 22, 2026
Jul 8, 2020 to May 22, 2026
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