V-Lab: Jilin Electric Power Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Jilin Electric Power Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:59.62 (-10.87)

Analysis last updated: Thursday, May 1, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.2869	1.77
$β$	0.7138	51.35
$γ$	-0.0039	-0.01
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9989	466.57

Estimation Period:
Sep 26, 2002 to Apr 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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