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 Wednesday, April 8th, 2026
1 Day
185.25
decreased by 34.43
1 Week
221.84
increased by 2.16
1 Month
226.65
increased by 6.97
Analysis last updated: Sunday, April 5, 2026 at 12:17 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.09 | |
| 0.1823 | 9.87 | |
| 0.7753 | 145.47 | |
| 0.0848 | 1.90 |
Estimation Period:
May 9, 1997 to Apr 3, 2026
May 9, 1997 to Apr 3, 2026
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