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 Wednesday, May 7th, 2025:65.43 (-2.77)

Analysis last updated: Wednesday, May 7, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4590	0.00
$α$	0.2620	0.00
$β$	0.7380	0.00
$γ_{1}$	0.3553	0.00
$γ_{2}$	-0.6379	-0.00
$γ_{3}$	-0.1227	-0.00
$γ_{4}$	0.9300	0.01
$γ_{5}$	-0.9006	-0.03
$γ_{6}$	0.8211	0.02

Estimation Period:
Sep 26, 2002 to Apr 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM