Jinneng Holding Shanxi Electric Power 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, April 30th, 2026
1 Day
53.31
decreased by 5.22
1 Week
59.74
increased by 1.21
1 Month
73.23
increased by 14.70
Analysis last updated: Friday, May 1, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.22 | |
| 0.1387 | 26.10 | |
| 0.8146 | 550.01 | |
| 0.0934 | 9.85 |
Estimation Period:
Jun 10, 1997 to Apr 24, 2026
Jun 10, 1997 to Apr 24, 2026
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