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

V-Lab

Jinneng Holding Shanxi Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:250.73 (18.66)

Analysis last updated: Wednesday, April 16, 2025 at 01:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3158	1.21
$α$	0.2227	6.13
$β$	0.7772	21.38
$γ_{1}$	0.0421	0.12
$γ_{2}$	-0.8936	-1.01
$γ_{3}$	2.7801	1.36
$γ_{4}$	-3.0877	-1.16
$γ_{5}$	0.7479	0.39
$γ_{6}$	1.0229	1.14
$γ_{7}$	-0.8009	-2.50
$γ_{8}$	0.1634	0.98
$γ_{9}$	0.1966	0.87

Estimation Period:
Jun 10, 1997 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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