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

V-Lab

Shenzhen Zhongheng Huafa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 9th, 2025:17,738.75 (-1,838.83)

Analysis last updated: Thursday, October 2, 2025 at 12:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2037	2.46
$α$	0.2253	10.65
$β$	0.7743	36.54
$γ_{1}$	-0.0381	-0.37
$γ_{2}$	-0.5563	-2.95
$γ_{3}$	0.1842	0.38
$γ_{4}$	2.8103	2.49
$γ_{5}$	-5.7237	-3.94
$γ_{6}$	3.1346	2.23
$γ_{7}$	0.7791	0.38
$γ_{8}$	1.7532	0.66
$γ_{9}$	-0.0258	-0.01
$γ_{10}$	-6.6841	-2.14

Estimation Period:
Apr 28, 1992 to Sep 30, 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