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, April 15th, 2025:124566.10 (-14930.00)

Analysis last updated: Wednesday, April 16, 2025 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3537	2.38
$α$	0.2466	9.64
$β$	0.7529	29.35
$γ_{1}$	0.0210	0.20
$γ_{2}$	-0.7645	-4.92
$γ_{3}$	1.3386	8.60
$γ_{4}$	0.1598	0.44
$γ_{5}$	-5.8375	-3.64
$γ_{6}$	8.6414	2.80
$γ_{7}$	-2.6131	-0.98
$γ_{8}$	2.8887	0.85
$γ_{9}$	-8.1976	-1.75

Estimation Period:
Apr 28, 1992 to Apr 11, 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