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 Friday, June 20th, 2025:501.43 (121.17)

Analysis last updated: Friday, June 20, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4915	1.27
$α$	0.2984	11.68
$β$	0.7015	27.53
$γ_{1}$	-0.0013	-0.27

Estimation Period:
May 9, 1997 to Jun 13, 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