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 Friday, September 12th, 2025:45.55 (3.25)

Analysis last updated: Friday, September 12, 2025 at 08:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4661	0.00
$α$	0.2587	0.00
$β$	0.7413	0.00
$γ_{1}$	0.3525	0.00
$γ_{2}$	-0.7365	-0.00
$γ_{3}$	0.2030	0.00
$γ_{4}$	0.5274	0.00
$γ_{5}$	-0.6177	-0.01
$γ_{6}$	0.5963	0.01

Estimation Period:
Sep 26, 2002 to Sep 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM