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, October 20th, 2025:13,848.08 (-522.10)

Analysis last updated: Sunday, October 19, 2025 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2073	2.46
$α$	0.2255	10.61
$β$	0.7741	36.39
$γ_{1}$	-0.0340	-0.33
$γ_{2}$	-0.5657	-3.05
$γ_{3}$	0.2186	0.46
$γ_{4}$	2.7319	2.48
$γ_{5}$	-5.6658	-3.96
$γ_{6}$	3.1367	2.24
$γ_{7}$	0.7925	0.39
$γ_{8}$	1.7634	0.65
$γ_{9}$	-0.1439	-0.06
$γ_{10}$	-6.6405	-2.16

Estimation Period:
Apr 28, 1992 to Oct 17, 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