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, April 22nd, 2024:257.02 (36.54)

Analysis last updated: Saturday, April 20, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9698	5.61
$α$	0.2633	11.99
$β$	0.7365	33.52
$γ_{1}$	-2.0988	-1.20
$γ_{2}$	2.8432	0.96
$γ_{3}$	-1.0195	-0.33
$γ_{4}$	8.8794	1.35
$γ_{5}$	-19.0128	-1.78
$γ_{6}$	15.1153	1.87
$γ_{7}$	-5.7907	-1.56
$γ_{8}$	0.9457	0.89
$γ_{9}$	-0.1629	-0.40
$γ_{10}$	0.8927	2.17

Estimation Period:
May 22, 1997 to Apr 19, 2024

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