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

V-Lab

| |

V-Lab

Jinneng Holding Shanxi Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 18th, 2024:354.15 (-86.44)

Analysis last updated: Thursday, April 18, 2024 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3300	0.00
$α$	0.2114	0.00
$β$	0.7886	0.01
$γ_{1}$	-0.4690	-0.00
$γ_{2}$	1.1158	0.00
$γ_{3}$	0.0106	0.00
$γ_{4}$	-1.9874	-0.01
$γ_{5}$	1.3446	0.00
$γ_{6}$	1.1285	0.00
$γ_{7}$	-2.0806	-0.00
$γ_{8}$	1.5041	0.00

Estimation Period:
Jun 10, 1997 to Apr 12, 2024

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