V-Lab: Shenzhen CAU Technology Co Ltd Spline ILLIQ Liquidity Analysis

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Shenzhen CAU Technology Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 21st, 2025:787.49 (34.62)

Analysis last updated: Tuesday, October 21, 2025 at 08:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5488	3.03
$α$	0.3014	10.67
$β$	0.6982	24.80
$γ_{1}$	0.0823	0.31
$γ_{2}$	-0.1942	-0.58
$γ_{3}$	0.2971	2.00
$γ_{4}$	-0.4568	-3.82
$γ_{5}$	1.1196	5.14
$γ_{6}$	-4.0155	-2.27
$γ_{7}$	6.0202	1.61
$γ_{8}$	-3.1917	-0.93
$γ_{9}$	1.8169	0.41
$γ_{10}$	-3.0458	-0.56

Estimation Period:
Aug 26, 1991 to Oct 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shenzhen CAU Technology Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM