V-Lab: Jiangxi Ganneng Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Jiangxi Ganneng Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:57.83 (-7.63)

Analysis last updated: Saturday, May 17, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9580	0.03
$α$	0.2784	0.01
$β$	0.7216	0.04
$γ_{1}$	0.0603	0.00
$γ_{2}$	-1.5666	-1.06
$γ_{3}$	5.2977	0.04
$γ_{4}$	-7.7892	-0.03
$γ_{5}$	6.5825	0.03
$γ_{6}$	-3.8253	-0.02
$γ_{7}$	1.6434	0.07
$γ_{8}$	-0.5249	-0.03
$γ_{9}$	0.0096	0.00
$γ_{10}$	0.3054	0.02

Estimation Period:
Nov 26, 1997 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Jiangxi Ganneng Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM