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 Friday, June 26th, 2026
1 Day
3.06
increased by 0.20
1 Week
2.97
increased by 0.11
1 Month
2.58
decreased by 0.28
Analysis last updated: Friday, June 26, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0892 | 15.37 | |
| 0.2318 | 8.93 | |
| 0.8034 | 195.72 | |
| -0.0704 | -1.98 |
Estimation Period:
Nov 18, 2003 to Jun 18, 2026
Nov 18, 2003 to Jun 18, 2026
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