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

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Beijing Jingneng Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 5th, 2025:66.17 (-1.40)

Analysis last updated: Friday, December 5, 2025 at 09:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5175	3.08
$α$	0.2427	21.46
$β$	0.7569	66.71
$γ_{1}$	-0.2120	-0.77
$γ_{2}$	1.2773	3.44
$γ_{3}$	-2.5013	-7.58
$γ_{4}$	2.3860	3.35
$γ_{5}$	-2.6691	-4.04
$γ_{6}$	3.5363	9.12
$γ_{7}$	-2.4499	-9.06
$γ_{8}$	0.6369	2.42
$γ_{9}$	0.0650	0.23
$γ_{10}$	-0.2121	-0.56

Estimation Period:
May 10, 2002 to Nov 28, 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