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

V-Lab

Beijing Jingneng Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, September 12th, 2025:54.35 (0.64)

Analysis last updated: Friday, September 12, 2025 at 07:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5434	3.61
$α$	0.2456	20.73
$β$	0.7541	63.47
$γ_{1}$	-0.3543	-1.39
$γ_{2}$	1.5121	4.35
$γ_{3}$	-2.6140	-7.98
$γ_{4}$	2.3723	3.50
$γ_{5}$	-2.5800	-4.17
$γ_{6}$	3.3611	9.36
$γ_{7}$	-2.1923	-8.58
$γ_{8}$	0.4136	1.66
$γ_{9}$	0.1930	0.72
$γ_{10}$	-0.2664	-0.77

Estimation Period:
May 10, 2002 to Sep 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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