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

V-Lab

Guangzhou Development Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 3rd, 2025:88.17 (-8.84)

Analysis last updated: Saturday, May 31, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5385	3.83
$α$	0.2458	20.27
$β$	0.7526	61.77
$γ_{1}$	0.2652	1.23
$γ_{2}$	-1.3217	-3.76
$γ_{3}$	3.5314	9.94
$γ_{4}$	-4.1847	-9.73
$γ_{5}$	2.1213	5.45
$γ_{6}$	-1.4551	-5.11
$γ_{7}$	2.3307	10.32
$γ_{8}$	-1.8395	-10.08
$γ_{9}$	0.6396	3.60
$γ_{10}$	-0.0712	-0.33

Estimation Period:
Jul 18, 1997 to May 30, 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