V-Lab: Jinneng Holding Shanxi Electric Power Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Jinneng Holding Shanxi Electric Power Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 16th, 2025:76.13 (-2.09)

Analysis last updated: Tuesday, September 16, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.61
$α$	0.1357	21.52
$β$	0.8178	569.52
$γ$	0.0930	8.25

Estimation Period:
Jun 10, 1997 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Jinneng Holding Shanxi Electric Power Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM