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 Monday, August 25th, 2025:26.75 (-6.68)

Analysis last updated: Saturday, August 23, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2301	52,300,970.00
$α$	0.2972	2,971,760.00
$β$	0.7028	7,028,210.00
$γ_{1}$	0.1433	1,433,120.00
$γ_{2}$	-0.2634	-2,634,250.00
$γ_{3}$	-0.1361	-1,361,470.00
$γ_{4}$	0.6295	6,294,770.00
$γ_{5}$	-0.6981	-6,981,110.00
$γ_{6}$	0.7032	7,031,520.00

Estimation Period:
Sep 26, 2002 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM