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 28th, 2026
1 Day
3.55
increased by 0.01
1 Week
3.68
increased by 0.14
1 Month
2.92
decreased by 0.62
Analysis last updated: Tuesday, April 28, 2026 at 06:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0948 | 15.50 | |
| 0.2318 | 8.94 | |
| 0.8034 | 195.20 | |
| -0.0705 | -1.98 |
Estimation Period:
Nov 18, 2003 to Apr 24, 2026
Nov 18, 2003 to Apr 24, 2026
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