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 30th, 2026
1 Day
3.29
decreased by 0.26
1 Week
3.11
decreased by 0.44
1 Month
2.47
decreased by 1.08
Analysis last updated: Tuesday, June 30, 2026 at 05:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5477 | 0.00 | |
| 0.2125 | 0.00 | |
| 0.7875 | 0.00 | |
| -0.0468 | 0.00 | |
| -0.4672 | 0.00 | |
| 0.8708 | 0.00 | |
| -0.4913 | 0.00 | |
| 0.2105 | 0.00 |
Estimation Period:
Nov 18, 2003 to Jun 26, 2026
Nov 18, 2003 to Jun 26, 2026
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