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

V-Lab

Guangzhou Development Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:132.53 (3.49)

Analysis last updated: Wednesday, April 16, 2025 at 01:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6002	4.19
$α$	0.2484	20.53
$β$	0.7509	61.76
$γ_{1}$	-0.0332	-0.12
$γ_{2}$	-0.9231	-2.15
$γ_{3}$	3.4883	8.73
$γ_{4}$	-4.2903	-9.00
$γ_{5}$	2.1685	5.19
$γ_{6}$	-1.4363	-4.91
$γ_{7}$	2.2547	10.00
$γ_{8}$	-1.7173	-9.37
$γ_{9}$	0.5310	3.06
$γ_{10}$	0.0203	0.10

Estimation Period:
Jul 18, 1997 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Guangzhou Development Group Inc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM