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 9th, 2026
1 Day
33.79
increased by 7.27
1 Week
26.24
decreased by 0.28
1 Month
39.31
increased by 12.79
Analysis last updated: Tuesday, June 9, 2026 at 06:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0007 | 0.00 | |
| 0.2404 | 0.00 | |
| 0.7596 | 0.01 | |
| 0.1528 | 0.00 | |
| -0.4953 | -0.01 | |
| 1.0220 | 0.08 | |
| -1.6283 | -0.32 | |
| 1.5522 | 0.05 | |
| -0.7708 | -0.03 | |
| 0.2160 | 0.01 | |
| -0.1336 | 0.00 |
Estimation Period:
Jun 10, 1997 to Jun 5, 2026
Jun 10, 1997 to Jun 5, 2026
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