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, July 3rd, 2025:21,822.57 (1,294.11)

Analysis last updated: Thursday, July 3, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3761	2.38
$α$	0.2504	9.61
$β$	0.7492	28.68
$γ_{1}$	0.0155	0.15
$γ_{2}$	-0.7633	-5.01
$γ_{3}$	1.3960	9.17
$γ_{4}$	0.0194	0.06
$γ_{5}$	-6.1538	-3.22
$γ_{6}$	9.7518	2.51
$γ_{7}$	-3.3106	-1.05
$γ_{8}$	2.6677	0.88
$γ_{9}$	-8.3244	-2.04

Estimation Period:
Apr 28, 1992 to Jun 27, 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