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

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V-Lab

Jilin Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:78.85 (-10.42)

Analysis last updated: Saturday, April 20, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0744	4.35
$α$	0.2760	2.50
$β$	0.7239	6.56
$γ_{1}$	-0.7108	-1.34
$γ_{2}$	3.3617	4.18
$γ_{3}$	-6.9276	-4.45
$γ_{4}$	7.8153	2.74
$γ_{5}$	-5.0422	-2.08
$γ_{6}$	1.9806	2.39
$γ_{7}$	-0.7234	-2.33
$γ_{8}$	0.0812	0.19
$γ_{9}$	0.7866	1.22

Estimation Period:
Sep 26, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Jilin Electric Power Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM