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 Friday, July 11th, 2025:72.67 (-10.10)

Analysis last updated: Friday, July 11, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3091	1.19
$α$	0.2221	5.98
$β$	0.7778	20.91
$γ_{1}$	0.0386	0.11
$γ_{2}$	-0.8405	-1.05
$γ_{3}$	2.6412	1.48
$γ_{4}$	-2.9911	-1.24
$γ_{5}$	0.7897	0.43
$γ_{6}$	0.9737	1.04
$γ_{7}$	-0.8448	-2.43
$γ_{8}$	0.2678	1.60
$γ_{9}$	0.0038	0.02

Estimation Period:
Jun 10, 1997 to Jul 4, 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