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 Friday, April 10th, 2026
1 Day
84.75
increased by 3.63
1 Week
85.99
increased by 4.87
1 Month
69.74
decreased by 11.38
Analysis last updated: Friday, April 10, 2026 at 06:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.13 | |
| 0.1381 | 25.30 | |
| 0.8152 | 553.05 | |
| 0.0934 | 9.62 |
Estimation Period:
Jun 10, 1997 to Apr 3, 2026
Jun 10, 1997 to Apr 3, 2026
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