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

V-Lab

Shandong Xinneng Taishan Power Generation Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:198.01 (-65.98)

Analysis last updated: Saturday, September 13, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4884	1.27
$α$	0.2971	11.49
$β$	0.7028	27.24
$γ_{1}$	-0.0014	-0.31

Estimation Period:
May 9, 1997 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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