China Yangtze Power Co Ltd Spline 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, June 9th, 2026
1 Day
1.72
decreased by 0.11
1 Week
1.82
decreased by 0.01
1 Month
1.89
increased by 0.06
Analysis last updated: Tuesday, June 9, 2026 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6521 | 0.02 | |
| 0.2126 | 0.00 | |
| 0.7874 | 0.00 | |
| 0.0101 | 0.00 | |
| -0.5289 | -0.01 | |
| 0.8733 | 0.02 | |
| -0.4840 | -0.01 | |
| 0.1902 | 0.04 |
Estimation Period:
Nov 18, 2003 to Jun 5, 2026
Nov 18, 2003 to Jun 5, 2026
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