V-Lab: Hunan Development Group Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Hunan Development Group Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, March 10th, 2025:137.52 (-4.80)

Analysis last updated: Saturday, March 8, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9311	5.71
$α$	0.2332	15.06
$β$	0.7666	49.39
$γ_{1}$	-1.6413	-1.92
$γ_{2}$	0.7029	0.36
$γ_{3}$	8.3819	1.59
$γ_{4}$	-13.0398	-2.17
$γ_{5}$	6.3481	2.76
$γ_{6}$	-0.6769	-2.25
$γ_{7}$	-0.3368	-1.67
$γ_{8}$	0.6245	2.77

Estimation Period:
May 22, 1997 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hunan Development Group Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM