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 Thursday, July 31st, 2025:26.81 (-8.51)

Analysis last updated: Thursday, July 31, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0718	4.38
$α$	0.2661	2.59
$β$	0.7338	7.14
$γ_{1}$	-1.1413	-1.63
$γ_{2}$	4.7437	4.68
$γ_{3}$	-8.0164	-5.96
$γ_{4}$	7.2218	3.63
$γ_{5}$	-4.0425	-2.78
$γ_{6}$	1.6511	2.04
$γ_{7}$	-0.3174	-0.42
$γ_{8}$	-0.5514	-0.99
$γ_{9}$	0.9574	2.11
$γ_{10}$	-0.9937	-2.05

Estimation Period:
Sep 26, 2002 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM