V-Lab: Huadian Power International Corp Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Huadian Power International Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 18th, 2024:47.85 (0.68)

Analysis last updated: Wednesday, December 18, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6345	0.00
$α$	0.2362	0.00
$β$	0.7638	0.00
$γ_{1}$	-0.6282	-0.02
$γ_{2}$	0.3823	0.01
$γ_{3}$	0.6028	0.01
$γ_{4}$	-0.5031	-0.00
$γ_{5}$	0.2154	0.00

Estimation Period:
Feb 3, 2005 to Dec 13, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Huadian Power International Corp Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM