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, February 5th, 2025:49946.02 (-15920.83)

Analysis last updated: Tuesday, January 28, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3199	2.37
$α$	0.2443	9.09
$β$	0.7553	28.05
$γ_{1}$	0.0260	0.24
$γ_{2}$	-0.7666	-4.88
$γ_{3}$	1.2935	8.10
$γ_{4}$	0.2683	0.71
$γ_{5}$	-5.5292	-3.91
$γ_{6}$	7.8283	3.00
$γ_{7}$	-2.2902	-0.95
$γ_{8}$	3.3178	0.93
$γ_{9}$	-9.6685	-2.19

Estimation Period:
Apr 28, 1992 to Jan 27, 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