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

V-Lab

Jilin Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 9th, 2025:29.61 (-2.93)

Analysis last updated: Thursday, October 2, 2025 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7029	0.00
$α$	0.2578	0.00
$β$	0.7422	0.00
$γ_{1}$	0.1634	0.00
$γ_{2}$	-0.5728	-0.00
$γ_{3}$	0.7687	0.01
$γ_{4}$	-0.5393	-0.01

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM