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 Monday, June 8th, 2026
1 Day
90.93
decreased by 17.61
1 Week
108.92
increased by 0.38
1 Month
110.15
increased by 1.61
Analysis last updated: Saturday, June 6, 2026 at 07:26 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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