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 Monday, April 20th, 2026
1 Day
1.95
increased by 0.27
1 Week
2.02
increased by 0.34
1 Month
2.48
increased by 0.80
Analysis last updated: Saturday, April 18, 2026 at 06:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3554 | 0.01 | |
| 0.1937 | 0.00 | |
| 0.8063 | 0.00 | |
| -0.2469 | -0.01 | |
| 0.4448 | 0.01 |
Estimation Period:
Nov 18, 2003 to Apr 17, 2026
Nov 18, 2003 to Apr 17, 2026
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