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 Wednesday, February 5th, 2025:178.78 (-43.63)

Analysis last updated: Tuesday, January 28, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9570	5.37
$α$	0.2574	13.63
$β$	0.7424	39.31
$γ_{1}$	-1.8343	-1.07
$γ_{2}$	2.2122	0.87
$γ_{3}$	1.1236	0.40
$γ_{4}$	3.5833	0.97
$γ_{5}$	-14.6458	-1.67
$γ_{6}$	14.9169	1.68
$γ_{7}$	-4.6014	-1.04
$γ_{8}$	-2.5857	-1.81
$γ_{9}$	1.8644	2.46
$γ_{10}$	0.3268	0.89

Estimation Period:
May 22, 1997 to Jan 27, 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