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, July 28th, 2025:22,751.95 (-1,467.37)

Analysis last updated: Saturday, July 26, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3847	2.37
$α$	0.2521	9.50
$β$	0.7475	28.08
$γ_{1}$	0.0137	0.13
$γ_{2}$	-0.7634	-5.05
$γ_{3}$	1.4159	9.34
$γ_{4}$	-0.0287	-0.08
$γ_{5}$	-6.2595	-3.08
$γ_{6}$	10.1320	2.41
$γ_{7}$	-3.5707	-1.06
$γ_{8}$	2.6276	0.90
$γ_{9}$	-8.3777	-2.18

Estimation Period:
Apr 28, 1992 to Jul 25, 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