Dong A Paint Jsc Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, June 11th, 2026
1 Day
9,398.75
increased by 3,322.34
1 Week
3,894.06
decreased by 2,182.35
1 Month
1,781.43
decreased by 4,294.98
Analysis last updated: Thursday, June 11, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1238 | 0.52 | |
| 0.1811 | 0.18 | |
| 0.8189 | 0.80 | |
| 2.7151 | 0.61 | |
| -12.7226 | -0.40 | |
| 17.9067 | 2.19 | |
| -3.9286 | -0.03 | |
| -9.9373 | -0.06 | |
| 11.0606 | 0.10 | |
| -25.0469 | -0.16 | |
| 43.1683 | 0.20 | |
| -25.0174 | -0.29 | |
| 1.7976 | 0.06 |
Estimation Period:
Aug 3, 2011 to Jun 5, 2026
Aug 3, 2011 to Jun 5, 2026
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