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

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Jilin Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 5th, 2025:31.22 (-1.45)

Analysis last updated: Wednesday, November 5, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2447	4.72
$α$	0.2656	0.63
$β$	0.7343	1.73
$γ_{1}$	-1.0026	-1.25
$γ_{2}$	4.3365	2.92
$γ_{3}$	-7.7173	-2.72
$γ_{4}$	7.3789	1.84
$γ_{5}$	-4.2924	-1.49
$γ_{6}$	1.7271	2.13
$γ_{7}$	-0.4127	-0.60
$γ_{8}$	-0.4124	-0.76
$γ_{9}$	0.8937	1.85
$γ_{10}$	-1.0153	-1.86

Estimation Period:
Sep 26, 2002 to Oct 31, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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