V-Lab: Fantasia Holdings Group Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Fantasia Holdings Group Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:5157794.00 (-717693.00)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4167	3.83
$α$	0.1859	6.02
$β$	0.7969	22.53
$γ_{1}$	2.2204	0.90
$γ_{2}$	-8.7401	-0.91
$γ_{3}$	14.6858	0.86
$γ_{4}$	-8.0906	-0.65
$γ_{5}$	-2.8120	-0.82
$γ_{6}$	2.6866	1.06
$γ_{7}$	0.5968	0.65
$γ_{8}$	-1.0049	-1.20
$γ_{9}$	1.2608	1.36
$γ_{10}$	1.8673	1.62

Estimation Period:
Nov 25, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Fantasia Holdings Group Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM