Skip to main content
V-Lab

Shandong Xinneng Taishan Power Generation Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 22nd, 2026

1 Day

268.96

decreased by 55.60

1 Week

283.52

decreased by 41.04

1 Month

212.76

decreased by 111.80

Analysis last updated: Wednesday, July 22, 2026 at 06:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shandong Xinneng Taishan Power Generation Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 9, 1997 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 5824 trading days (~23.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4857
1.26
α

ARCH

Response to squared shocks

0.2961
10.33***
β

GARCH

Volatility persistence

0.7038
24.59***
γi Spline Coefficients
K=1
γ1-0.0023
-0.61

Persistence:

1.000

Half-life:

5824 days