V-Lab: Guangzhou Development Group Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Guangzhou Development Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:99.86 (21.56)

Analysis last updated: Tuesday, May 20, 2025 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2030	0.00
$β$	0.6978	0.56
$γ$	-0.2030	-0.00
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.9818	0.00
$λ_{3}$	0.0182	0.00

Estimation Period:
Jul 18, 1997 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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