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 Thursday, July 2nd, 2026
1 Day
137.58
decreased by 26.22
1 Week
172.35
increased by 8.55
1 Month
144.36
decreased by 19.44
Analysis last updated: Thursday, July 2, 2026 at 06:03 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 | 10.04 | |
| 0.7742 | 145.28 | |
| 0.0859 | 1.94 |
Estimation Period:
May 9, 1997 to Jun 26, 2026
May 9, 1997 to Jun 26, 2026
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