V-Lab: Shenzhen Zhongheng Huafa Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Shenzhen Zhongheng Huafa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 18th, 2024:29763.07 (-8291.85)

Analysis last updated: Wednesday, December 18, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0948	2.49
$α$	0.2224	10.26
$β$	0.7772	35.89
$γ_{1}$	-0.1378	-1.05
$γ_{2}$	-0.3354	-1.17
$γ_{3}$	-0.5543	-0.75
$γ_{4}$	4.4306	2.81
$γ_{5}$	-6.8512	-3.88
$γ_{6}$	3.2658	2.41
$γ_{7}$	0.0633	0.03
$γ_{8}$	2.0242	0.88
$γ_{9}$	1.7894	0.50
$γ_{10}$	-9.0355	-1.85

Estimation Period:
Apr 28, 1992 to Dec 13, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shenzhen Zhongheng Huafa Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM