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

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Shenzhen Zhongheng Huafa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:13,966.60 (-1,975.48)

Analysis last updated: Sunday, November 30, 2025 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2131	2.45
$α$	0.2245	10.41
$β$	0.7751	35.90
$γ_{1}$	-0.0228	-0.22
$γ_{2}$	-0.5912	-3.35
$γ_{3}$	0.3171	0.73
$γ_{4}$	2.5029	2.44
$γ_{5}$	-5.4939	-4.03
$γ_{6}$	3.1548	2.28
$γ_{7}$	0.7937	0.39
$γ_{8}$	1.8519	0.64
$γ_{9}$	-0.6078	-0.22
$γ_{10}$	-6.2662	-2.15

Estimation Period:
Apr 28, 1992 to Nov 28, 2025

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