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 Tuesday, June 3rd, 2025:86,226.74 (32,140.15)

Analysis last updated: Saturday, May 31, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3629	2.38
$α$	0.2486	9.43
$β$	0.7510	28.40
$γ_{1}$	0.0175	0.17
$γ_{2}$	-0.7641	-4.97
$γ_{3}$	1.3785	9.01
$γ_{4}$	0.0599	0.17
$γ_{5}$	-5.9706	-3.30
$γ_{6}$	9.3972	2.58
$γ_{7}$	-3.2254	-1.09
$γ_{8}$	2.8336	0.89
$γ_{9}$	-9.7851	-2.21

Estimation Period:
Apr 28, 1992 to May 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