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, June 10th, 2026
1 Day
52.42
decreased by 5.44
1 Week
50.13
decreased by 7.73
1 Month
59.15
increased by 1.29
Analysis last updated: Wednesday, June 10, 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 | 3.49 | |
| 0.1398 | 28.58 | |
| 0.8132 | 541.76 | |
| 0.0941 | 10.81 |
Estimation Period:
Jun 10, 1997 to Jun 5, 2026
Jun 10, 1997 to Jun 5, 2026
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