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, May 26th, 2026
1 Day
2.39
increased by 0.06
1 Week
2.34
increased by 0.01
1 Month
2.40
increased by 0.07
Analysis last updated: Tuesday, May 26, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0911 | 15.42 | |
| 0.2320 | 8.95 | |
| 0.8033 | 195.69 | |
| -0.0706 | -1.99 |
Estimation Period:
Nov 18, 2003 to May 22, 2026
Nov 18, 2003 to May 22, 2026
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