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 Monday, September 15th, 2025:9,133.19 (-2,390.98)

Analysis last updated: Saturday, September 13, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2010	2.46
$α$	0.2252	10.69
$β$	0.7744	36.73
$γ_{1}$	-0.0422	-0.41
$γ_{2}$	-0.5468	-2.85
$γ_{3}$	0.1493	0.30
$γ_{4}$	2.8898	2.50
$γ_{5}$	-5.7824	-3.92
$γ_{6}$	3.1421	2.23
$γ_{7}$	0.7501	0.37
$γ_{8}$	1.7492	0.68
$γ_{9}$	0.1085	0.04
$γ_{10}$	-6.8951	-2.13

Estimation Period:
Apr 28, 1992 to Sep 12, 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