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 Tuesday, June 25th, 2024:100261.00 (930.34)

Analysis last updated: Tuesday, June 25, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0185	2.54
$α$	0.2161	8.88
$β$	0.7835	32.21
$γ_{1}$	-0.2234	-1.34
$γ_{2}$	-0.1503	-0.40
$γ_{3}$	-1.0777	-1.24
$γ_{4}$	5.4762	3.09
$γ_{5}$	-7.4483	-4.06
$γ_{6}$	3.1532	2.59
$γ_{7}$	-0.3533	-0.18
$γ_{8}$	2.4506	0.95
$γ_{9}$	2.2212	0.48
$γ_{10}$	-8.6296	-1.51

Estimation Period:
Apr 28, 1992 to Jun 21, 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