V-Lab: Beijing Jingyi Automation EQ Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Beijing Jingyi Automation EQ Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:597.60 (-69.78)

Analysis last updated: Friday, May 17, 2024 at 10:56 PM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	1.0888	4.86
$α$	0.1939	2.22
$β$	0.6000	3.09
$γ_{1}$	-4.3552	-0.55

Estimation Period:
Nov 28, 2023 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Beijing Jingyi Automation EQ Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM