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 Friday, December 5th, 2025:60.83 (12.60)

Analysis last updated: Friday, December 5, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0706	4.37
$α$	0.2668	2.87
$β$	0.7331	7.89
$γ_{1}$	-0.9731	-1.51
$γ_{2}$	4.2321	4.54
$γ_{3}$	-7.6123	-5.67
$γ_{4}$	7.3864	3.38
$γ_{5}$	-4.3422	-2.50
$γ_{6}$	1.7475	2.46
$γ_{7}$	-0.4537	-0.79
$γ_{8}$	-0.3534	-0.68
$γ_{9}$	0.8431	1.75
$γ_{10}$	-0.9012	-1.87

Estimation Period:
Sep 26, 2002 to Nov 28, 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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