Shandong Xinneng Taishan Power Generation 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 Tuesday, June 9th, 2026
1 Day
121.55
increased by 30.58
1 Week
107.26
increased by 16.29
1 Month
109.84
increased by 18.87
Analysis last updated: Tuesday, June 9, 2026 at 06:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.11 | |
| 0.1829 | 9.98 | |
| 0.7740 | 145.11 | |
| 0.0861 | 1.94 |
Estimation Period:
May 9, 1997 to Jun 5, 2026
May 9, 1997 to Jun 5, 2026
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