V-Lab: Shenzhen Zhongheng Huafa Co Ltd Spline ILLIQ Liquidity Analysis

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Shenzhen Zhongheng Huafa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 10th, 2025:16,944.37 (-4,704.78)

Analysis last updated: Saturday, November 8, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2108	2.46
$α$	0.2251	10.56
$β$	0.7745	36.27
$γ_{1}$	-0.0302	-0.30
$γ_{2}$	-0.5743	-3.15
$γ_{3}$	0.2519	0.55
$γ_{4}$	2.6544	2.47
$γ_{5}$	-5.6073	-3.98
$γ_{6}$	3.1429	2.25
$γ_{7}$	0.7920	0.39
$γ_{8}$	1.7945	0.64
$γ_{9}$	-0.3139	-0.12
$γ_{10}$	-6.4531	-2.14

Estimation Period:
Apr 28, 1992 to Nov 7, 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