V-Lab: Dandong Xintai Electric Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Dandong Xintai Electric Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 28th, 2017:31735.96 (-1846.34)

Analysis last updated: Friday, August 25, 2017 at 09:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9684	5.92
$α$	0.6816	10.36
$β$	0.3153	4.85
$γ_{1}$	-5.8263	-2.07
$γ_{2}$	13.5940	2.91

Estimation Period:
Jan 27, 2014 to Aug 25, 2017

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Dandong Xintai Electric Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM