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 Tuesday, July 29th, 2025:3.06 (-0.34)

Analysis last updated: Tuesday, July 29, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1333	0.00
$β$	0.8709	0.91
$γ$	-0.1333	-0.00
$λ_{1}$	0.0969	0.00
$λ_{2}$	0.7082	0.00
$λ_{3}$	0.2918	0.01

Estimation Period:
Nov 18, 2003 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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