V-Lab: Ningxia Western Venture Industrial Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Ningxia Western Venture Industrial Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 7th, 2024:245.66 (13.54)

Analysis last updated: Tuesday, May 7, 2024 at 08:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0146	4.21
$α$	0.3386	14.31
$β$	0.6605	28.05
$γ_{1}$	0.0268	0.18
$γ_{2}$	-0.3560	-1.51
$γ_{3}$	1.5041	7.34
$γ_{4}$	-3.4370	-8.84
$γ_{5}$	4.8082	7.38
$γ_{6}$	-4.0080	-6.45

Estimation Period:
Jun 17, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ningxia Western Venture Industrial Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM