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 Wednesday, May 6th, 2026
1 Day
3.30
increased by 0.43
1 Week
3.08
increased by 0.21
1 Month
3.03
increased by 0.16
Analysis last updated: Friday, May 1, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0941 | 15.44 | |
| 0.2318 | 8.94 | |
| 0.8035 | 195.37 | |
| -0.0706 | -1.99 |
Estimation Period:
Nov 18, 2003 to Apr 30, 2026
Nov 18, 2003 to Apr 30, 2026
Other China Yangtze Power Co Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities