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

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V-Lab

Zhejiang Zheneng Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:36.45 (-4.24)

Analysis last updated: Saturday, April 20, 2024 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2088	2.17
$α$	0.2113	12.25
$β$	0.7232	49.78
$γ_{1}$	2.5299	4.21
$γ_{2}$	-3.0396	-3.77
$γ_{3}$	0.9945	2.21
$γ_{4}$	-0.9446	-2.84
$γ_{5}$	0.6253	1.99
$γ_{6}$	-0.1077	-0.33
$γ_{7}$	-0.5364	-1.26

Estimation Period:
Dec 19, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Zhejiang Zheneng Electric Power Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM