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

V-Lab

China Yangtze Power Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:4.50 (0.04)

Analysis last updated: Friday, May 30, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1922	0.00
$β$	0.8164	0.58
$γ$	-0.1922	-0.00
$λ_{1}$	0.0630	0.00
$λ_{2}$	0.7575	0.00
$λ_{3}$	0.2425	0.00

Estimation Period:
Nov 18, 2003 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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