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, April 29th, 2026
1 Day
58.50
decreased by 3.94
1 Week
61.16
decreased by 1.28
1 Month
74.10
increased by 11.66
Analysis last updated: Wednesday, April 29, 2026 at 06:34 PM 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
Other Jinneng Holding Shanxi Electric Power Co Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities