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

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V-Lab

Beijing Jingneng Power Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, February 28th, 2025:114.95 (2.93)

Analysis last updated: Friday, February 28, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

graph of Beijing Jingneng Power Co Ltd ILLIQ-MFMEM

Liquidity Summary Table

Closing Price:	CN¥3.37	Return:	-0.89%	1 Week Pred:	116.10
Average Week ILLIQ:	83.46	Average Month ILLIQ:	71.92	1 Month Pred:	120.62
Min ILLIQ:	38.00	Max ILLIQ:	9387228.00	6 Month Pred:	146.85
Average ILLIQ:	376361.75	Vol of ILLIQ:	836489.01	1 Year Pred:	171.53

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2649	4.40
$β$	0.7499	118.87
$γ$	-0.0326	-0.30
$λ_{1}$	0.3270	2.45
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9987	1112.08

Estimation Period:
May 10, 2002 to Feb 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Beijing Jingneng Power Co Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ