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, June 2nd, 2026
1 Day
28.78
decreased by 0.96
1 Week
28.87
decreased by 0.87
1 Month
40.24
increased by 10.50
Analysis last updated: Tuesday, June 2, 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 | |
|---|---|---|
| 1.2843 | 0.51 | |
| 0.2165 | 0.52 | |
| 0.7835 | 1.90 | |
| -0.1419 | -1.66 | |
| 0.4138 | 3.67 | |
| -0.8752 | -5.05 | |
| 1.2855 | 3.24 | |
| -1.1233 | -3.02 |
Estimation Period:
Jun 10, 1997 to May 29, 2026
Jun 10, 1997 to May 29, 2026
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