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 Thursday, May 21st, 2026
1 Day
61.40
increased by 6.10
1 Week
63.87
increased by 8.57
1 Month
74.80
increased by 19.50
Analysis last updated: Thursday, May 21, 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 | |
|---|---|---|
| 3.9759 | 9.25 | |
| 0.1534 | 12.70 | |
| 0.7744 | 156.94 | |
| 0.1446 | 10.49 |
Estimation Period:
May 10, 2002 to May 15, 2026
May 10, 2002 to May 15, 2026
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