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

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V-Lab

Beijing Jingneng Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, March 10th, 2025:89.14 (-1.27)

Analysis last updated: Saturday, March 8, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5494	3.73
$α$	0.2485	20.86
$β$	0.7512	62.90
$γ_{1}$	-0.5455	-2.25
$γ_{2}$	1.9356	5.66
$γ_{3}$	-2.9451	-8.79
$γ_{4}$	2.4332	3.85
$γ_{5}$	-2.4586	-4.33
$γ_{6}$	3.0397	9.21
$γ_{7}$	-1.6705	-6.79
$γ_{8}$	-0.0047	-0.02
$γ_{9}$	0.3276	1.31
$γ_{10}$	-0.1268	-0.35

Estimation Period:
May 10, 2002 to Mar 7, 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