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

V-Lab

China Yangtze Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 9th, 2025:2.03 (-0.21)

Analysis last updated: Wednesday, October 1, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7089	0.01
$α$	0.2145	0.00
$β$	0.7855	0.00
$γ_{1}$	0.0365	0.00
$γ_{2}$	-0.5849	-0.00
$γ_{3}$	0.9018	0.01
$γ_{4}$	-0.4694	-0.00
$γ_{5}$	0.1561	0.01

Estimation Period:
Nov 18, 2003 to Sep 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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