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, May 19th, 2026
1 Day
86.43
decreased by 9.40
1 Week
93.73
decreased by 2.10
1 Month
92.95
decreased by 2.88
Analysis last updated: Tuesday, May 19, 2026 at 07:28 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 | |
| 0.1832 | 9.96 | |
| 0.7740 | 144.89 | |
| 0.0856 | 1.92 |
Estimation Period:
May 9, 1997 to May 15, 2026
May 9, 1997 to May 15, 2026
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