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 Tuesday, June 23rd, 2026
1 Day
39.76
decreased by 3.12
1 Week
39.90
decreased by 2.98
1 Month
39.62
decreased by 3.26
Analysis last updated: Tuesday, June 23, 2026 at 05:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5748 | 9.24 | |
| 0.1522 | 12.91 | |
| 0.7755 | 158.49 | |
| 0.1446 | 10.44 |
Estimation Period:
May 10, 2002 to Jun 18, 2026
May 10, 2002 to Jun 18, 2026
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