V-Lab: Shenzhen Chiwan Petroleum Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Shenzhen Chiwan Petroleum Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 10th, 2018:2950.10 (-722.13)

Analysis last updated: Wednesday, May 9, 2018 at 08:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.06
$α$	0.2326	1.36
$β$	0.8020	33.92
$γ$	-0.0693	-0.37

Estimation Period:
Jul 28, 1995 to May 4, 2018

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shenzhen Chiwan Petroleum Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM