V-Lab: GreatWall Information Industry Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

GreatWall Information Industry Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, November 1st, 2016:133.12 (-6.78)

Analysis last updated: Monday, October 31, 2016 at 09:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1468	6.13
$α$	0.2333	12.23
$β$	0.7470	29.23
$γ_{1}$	-0.0729	-4.46
$γ_{2}$	0.0889	3.77
$γ_{3}$	0.0076	0.26

Estimation Period:
Jul 4, 1997 to Oct 28, 2016

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other GreatWall Information Industry Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM