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 23rd, 2026
1 Day
29.58
increased by 1.13
1 Week
24.74
decreased by 3.71
1 Month
27.26
decreased by 1.19
Analysis last updated: Tuesday, June 23, 2026 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2838 | 0.50 | |
| 0.2164 | 0.52 | |
| 0.7836 | 1.87 | |
| -0.1405 | -1.65 | |
| 0.4098 | 3.70 | |
| -0.8747 | -5.13 | |
| 1.2965 | 3.29 | |
| -1.1417 | -3.09 |
Estimation Period:
Jun 10, 1997 to Jun 18, 2026
Jun 10, 1997 to Jun 18, 2026
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