Datang Huayin Electric 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, May 12th, 2026
1 Day
28.38
decreased by 2.89
1 Week
30.51
decreased by 0.76
1 Month
32.29
increased by 1.02
Analysis last updated: Tuesday, May 12, 2026 at 06:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8379 | 4.37 | |
| 0.1052 | 8.23 | |
| 0.8259 | 127.60 | |
| 0.1377 | 9.30 |
Estimation Period:
Sep 5, 1996 to May 8, 2026
Sep 5, 1996 to May 8, 2026
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