V-Lab: Shandong Xinneng Taishan Power Generation Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Shandong Xinneng Taishan Power Generation Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 18th, 2024:550.34 (130.99)

Analysis last updated: Wednesday, December 18, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.06
$α$	0.1851	10.13
$β$	0.7735	137.19
$γ$	0.0828	1.83

Estimation Period:
May 9, 1997 to Dec 13, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shandong Xinneng Taishan Power Generation Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM