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, June 20th, 2025:84.25 (24.45)

Analysis last updated: Friday, June 20, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5458	3.66
$α$	0.2477	20.84
$β$	0.7520	63.11
$γ_{1}$	-0.4414	-1.80
$γ_{2}$	1.6996	5.00
$γ_{3}$	-2.7518	-8.39
$γ_{4}$	2.3839	3.68
$γ_{5}$	-2.5067	-4.29
$γ_{6}$	3.1917	9.44
$γ_{7}$	-1.9264	-7.83
$γ_{8}$	0.1930	0.81
$γ_{9}$	0.2876	1.13
$γ_{10}$	-0.2553	-0.77

Estimation Period:
May 10, 2002 to Jun 13, 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