China Yangtze 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, April 7th, 2026
1 Day
3.25
increased by 0.65
1 Week
2.67
increased by 0.07
1 Month
2.37
decreased by 0.23
Analysis last updated: Sunday, April 5, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0950 | 15.23 | |
| 0.2318 | 8.93 | |
| 0.8033 | 194.45 | |
| -0.0702 | -1.97 |
Estimation Period:
Nov 18, 2003 to Apr 3, 2026
Nov 18, 2003 to Apr 3, 2026
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