V-Lab: Oneconnect Financial Spline ILLIQ Liquidity Analysis

V-Lab

Oneconnect Financial Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:2,280.30 (-595.89)

Analysis last updated: Thursday, July 31, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5191	5,191,120.00
$α$	0.2209	2,209,170.00
$β$	0.7791	7,790,790.00
$γ_{1}$	-4.0186	-40,186,260.00

Estimation Period:
Jul 4, 2022 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Oneconnect Financial Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM