V-Lab: China Yangtze Power Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

China Yangtze Power Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:1.53 (-0.15)

Analysis last updated: Saturday, August 23, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1213	13.99
$α$	0.2355	9.11
$β$	0.8008	192.18
$γ$	-0.0725	-2.06

Estimation Period:
Nov 18, 2003 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other China Yangtze Power Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM