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

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Jinneng Holding Shanxi Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:53.24 (-11.96)

Analysis last updated: Saturday, November 15, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3017	1.20
$α$	0.2173	9.01
$β$	0.7826	32.45
$γ_{1}$	-0.3230	-1.11
$γ_{2}$	1.2339	3.21
$γ_{3}$	-1.8043	-14.27
$γ_{4}$	1.3076	14.35
$γ_{5}$	-0.5815	-5.88
$γ_{6}$	0.2809	2.70

Estimation Period:
Jun 10, 1997 to Nov 14, 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