V-Lab: Sun Hung Kai & Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Sun Hung Kai & Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:6,155.00 (55.36)

Analysis last updated: Monday, July 7, 2025 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7883	7,882,900.00
$α$	0.1296	1,296,050.00
$β$	0.8704	8,703,930.00
$γ_{1}$	-1.0014	-10,014,410.00
$γ_{2}$	1.4358	14,358,440.00
$γ_{3}$	-0.1295	-1,294,710.00
$γ_{4}$	2.4395	24,394,690.00
$γ_{5}$	-5.4228	-54,227,920.00
$γ_{6}$	2.9369	29,368,780.00
$γ_{7}$	-0.6801	-6,801,020.00
$γ_{8}$	0.9809	9,808,600.00
$γ_{9}$	-0.6147	-6,147,390.00
$γ_{10}$	-0.1506	-1,506,280.00

Estimation Period:
Jan 1, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sun Hung Kai & Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM