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 Wednesday, May 7th, 2025:231.12 (34.36)

Analysis last updated: Wednesday, May 7, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3090	1.19
$α$	0.2226	6.41
$β$	0.7773	22.36
$γ_{1}$	0.0396	0.11
$γ_{2}$	-0.8804	-1.01
$γ_{3}$	2.7536	1.38
$γ_{4}$	-3.0706	-1.17
$γ_{5}$	0.7549	0.40
$γ_{6}$	1.0147	1.13
$γ_{7}$	-0.8083	-2.50
$γ_{8}$	0.1805	1.09
$γ_{9}$	0.1701	0.76

Estimation Period:
Jun 10, 1997 to Apr 30, 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