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 Wednesday, May 6th, 2026
1 Day
91.82
decreased by 1.70
1 Week
92.67
decreased by 0.85
1 Month
87.31
decreased by 6.21
Analysis last updated: Friday, May 1, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9872 | 9.22 | |
| 0.1535 | 12.70 | |
| 0.7742 | 156.85 | |
| 0.1445 | 10.50 |
Estimation Period:
May 10, 2002 to Apr 30, 2026
May 10, 2002 to Apr 30, 2026
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