V-Lab: Beijing Jingneng Power Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Beijing Jingneng Power Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:120.38 (-13.42)

Analysis last updated: Thursday, April 17, 2025 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	9.40
$α$	0.1550	12.24
$β$	0.7716	153.42
$γ$	0.1468	10.74

Estimation Period:
May 10, 2002 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Beijing Jingneng Power Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM