V-Lab: Beijing Jingneng Power Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Beijing Jingneng Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:119.51 (-23.17)

Analysis last updated: Saturday, April 20, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5561	3.85
$α$	0.2361	18.74
$β$	0.7636	60.37
$γ_{1}$	-0.0373	-0.11
$γ_{2}$	0.9118	1.96
$γ_{3}$	-2.3448	-7.06
$γ_{4}$	2.6812	3.15
$γ_{5}$	-3.3723	-3.94
$γ_{6}$	4.6459	8.43
$γ_{7}$	-3.5793	-9.66
$γ_{8}$	1.2939	3.64
$γ_{9}$	-0.3730	-0.82

Estimation Period:
May 10, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Beijing Jingneng Power Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM