V-Lab: Shenzhen Zhongheng Huafa Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Shenzhen Zhongheng Huafa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 19th, 2024:118560.70 (-27037.50)

Analysis last updated: Friday, April 19, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9829	2.57
$α$	0.2107	8.59
$β$	0.7889	32.17
$γ_{1}$	-0.2695	-1.47
$γ_{2}$	-0.0523	-0.13
$γ_{3}$	-1.3125	-1.42
$γ_{4}$	5.9062	3.23
$γ_{5}$	-7.6645	-4.17
$γ_{6}$	3.0777	2.64
$γ_{7}$	-0.5689	-0.31
$γ_{8}$	2.9349	1.17
$γ_{9}$	1.7050	0.37
$γ_{10}$	-7.6575	-1.35

Estimation Period:
Apr 28, 1992 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shenzhen Zhongheng Huafa Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM