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, May 12th, 2026
1 Day
1.79
decreased by 0.39
1 Week
2.24
increased by 0.06
1 Month
2.53
increased by 0.35
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 0.3263 | 0.00 | |
| 0.1916 | 0.00 | |
| 0.8084 | 0.00 | |
| -0.2649 | 0.00 | |
| 0.4454 | 0.00 |
Estimation Period:
Nov 18, 2003 to May 8, 2026
Nov 18, 2003 to May 8, 2026
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