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 Wednesday, May 20th, 2026
1 Day
54.48
decreased by 6.29
1 Week
64.90
increased by 4.13
1 Month
63.21
increased by 2.44
Analysis last updated: Wednesday, May 20, 2026 at 06:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.31 | |
| 0.1390 | 26.74 | |
| 0.8142 | 547.19 | |
| 0.0935 | 10.12 |
Estimation Period:
Jun 10, 1997 to May 15, 2026
Jun 10, 1997 to May 15, 2026
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