V-Lab: Shanghai Henlius Biotech Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Shanghai Henlius Biotech Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:2562.34 (-171.16)

Analysis last updated: Saturday, May 18, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1831	0.17
$β$	0.7266	7.02
$γ$	-0.1831	-0.08
$λ_{1}$	10.0000	0.45
$λ_{2}$	0.2531	0.64
$λ_{3}$	0.7469	0.71

Estimation Period:
Sep 25, 2019 to May 14, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shanghai Henlius Biotech Inc Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ