Jinneng Holding Shanxi Electric Power Co Ltd Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, May 12th, 2026
1 Day
44.67
decreased by 5.38
1 Week
50.19
increased by 0.14
1 Month
46.01
decreased by 4.04
Analysis last updated: Tuesday, May 12, 2026 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6359 | 0.00 | |
| 0.2339 | 0.00 | |
| 0.7661 | 0.00 | |
| -0.2893 | -0.02 | |
| 1.0937 | 0.03 | |
| -1.6206 | -0.13 | |
| 1.2192 | 0.01 | |
| -0.5853 | -0.01 | |
| 0.3219 | 0.00 |
Estimation Period:
Jun 10, 1997 to May 8, 2026
Jun 10, 1997 to May 8, 2026
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