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 Friday, September 12th, 2025:1.52 (-0.31)

Analysis last updated: Friday, September 12, 2025 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6534	0.01
$α$	0.2134	0.00
$β$	0.7866	0.00
$γ_{1}$	0.0355	0.00
$γ_{2}$	-0.5928	-0.01
$γ_{3}$	0.9182	0.01
$γ_{4}$	-0.4895	-0.00
$γ_{5}$	0.2011	0.00

Estimation Period:
Nov 18, 2003 to Sep 5, 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