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

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Shandong Xinneng Taishan Power Generation Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, October 31st, 2025:302.20 (-10.48)

Analysis last updated: Friday, October 31, 2025 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.2924	0.02
$β$	0.7092	87.09
$γ$	-0.2924	-0.01
$λ_{1}$	10.0000	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9432	2.14

Estimation Period:
May 9, 1997 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shandong Xinneng Taishan Power Generation Co Ltd Analyses
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Asymmetric ILLIQ
Historical ILLIQ