V-Lab: Hongmian Zhihui Science And Technology Innovation Co Ltd Guangzhou Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Hongmian Zhihui Science And Technology Innovation Co Ltd Guangzhou Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 17th, 2024:540.52 (187.62)

Analysis last updated: Thursday, April 18, 2024 at 05:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0988	4.11
$α$	0.2487	16.37
$β$	0.7507	49.71
$γ_{1}$	-0.2311	-3.29
$γ_{2}$	0.6496	6.01
$γ_{3}$	-0.8317	-13.18
$γ_{4}$	0.6231	11.63
$γ_{5}$	-0.3526	-3.30

Estimation Period:
Nov 8, 1993 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hongmian Zhihui Science And Technology Innovation Co Ltd Guangzhou Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM