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

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V-Lab

Guangzhou Development Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 18th, 2024:64.19 (-13.99)

Analysis last updated: Wednesday, December 18, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8414	0.28
$α$	0.2462	0.07
$β$	0.7537	0.20
$γ_{1}$	-0.6042	-0.02
$γ_{2}$	2.1799	0.07
$γ_{3}$	-2.7232	-0.21
$γ_{4}$	1.1246	0.13
$γ_{5}$	0.3225	0.07
$γ_{6}$	-0.4560	-0.19
$γ_{7}$	0.2153	0.25

Estimation Period:
Jul 18, 1997 to Dec 13, 2024

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