V-Lab: Ningxia Western Venture Industrial Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Ningxia Western Venture Industrial Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 28th, 2025:156.32 (-64.50)

Analysis last updated: Friday, February 28, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

graph of Ningxia Western Venture Industrial Co Ltd ILLIQ-SMEM

Liquidity Summary Table

Closing Price:	CN¥5.08	Return:	%	1 Week Pred:	173.51
Average Week ILLIQ:	167.49	Average Month ILLIQ:	159.01	1 Month Pred:	242.26
Min ILLIQ:	43.41	Max ILLIQ:	284297500.00	6 Month Pred:	693.30
Average ILLIQ:	536997.70	Vol of ILLIQ:	8313364.09	1 Year Pred:	1234.19

Parameter Estimates

	param	t-stat
$ω$	0.3108	0.02
$α$	0.3310	0.00
$β$	0.6689	0.01
$γ_{1}$	-1.8738	-0.02
$γ_{2}$	4.2595	0.02
$γ_{3}$	-4.1090	-0.02
$γ_{4}$	2.4850	0.03
$γ_{5}$	-1.0903	-0.06

Estimation Period:
Jun 17, 1994 to Feb 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ningxia Western Venture Industrial Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM