Beijing Jingneng 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 Monday, June 8th, 2026
1 Day
38.59
increased by 7.44
1 Week
35.95
increased by 4.80
1 Month
50.49
increased by 19.34
Analysis last updated: Saturday, June 6, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6999 | 9.35 | |
| 0.1524 | 12.86 | |
| 0.7750 | 157.87 | |
| 0.1452 | 10.48 |
Estimation Period:
May 10, 2002 to Jun 5, 2026
May 10, 2002 to Jun 5, 2026
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