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 Tuesday, May 20th, 2025:33.51 (-2.77)

Analysis last updated: Tuesday, May 20, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0989	0.02
$α$	0.2558	0.00
$β$	0.7442	0.00
$γ_{1}$	0.2578	0.00
$γ_{2}$	-0.4059	-0.00
$γ_{3}$	-0.3340	-0.00
$γ_{4}$	1.0563	0.01
$γ_{5}$	-0.9853	-0.02
$γ_{6}$	0.8785	0.01

Estimation Period:
Sep 26, 2002 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM