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, February 5th, 2025:98.20 (8.16)

Analysis last updated: Tuesday, January 28, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6434	4.40
$α$	0.2471	23.11
$β$	0.7522	70.52
$γ_{1}$	-0.6541	-2.52
$γ_{2}$	2.2383	4.23
$γ_{3}$	-2.6912	-4.24
$γ_{4}$	1.0868	2.07
$γ_{5}$	0.3184	1.08
$γ_{6}$	-0.4616	-3.44
$γ_{7}$	0.2345	2.05

Estimation Period:
Jul 18, 1997 to Jan 27, 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