V-Lab: Jilin Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Jilin Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 19th, 2024:90.56 (-2.01)

Analysis last updated: Friday, April 19, 2024 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0779	4.37
$α$	0.2760	2.54
$β$	0.7239	6.67
$γ_{1}$	-0.7153	-1.33
$γ_{2}$	3.3974	4.19
$γ_{3}$	-6.9646	-4.55
$γ_{4}$	7.7931	2.80
$γ_{5}$	-5.0012	-2.12
$γ_{6}$	1.9644	2.42
$γ_{7}$	-0.7053	-2.19
$γ_{8}$	0.0456	0.11
$γ_{9}$	0.8452	1.33

Estimation Period:
Sep 26, 2002 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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