V-Lab: Huaxin Cement Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Huaxin Cement Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, March 3rd, 2022:2385.39 (-449.92)

Analysis last updated: Friday, March 4, 2022 at 06:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0979	1.53
$α$	0.2284	5.25
$β$	0.7608	20.03
$γ_{1}$	0.3878	2.22
$γ_{2}$	-1.0585	-3.36
$γ_{3}$	1.3257	4.97
$γ_{4}$	-0.8448	-3.71
$γ_{5}$	-0.1959	-1.11
$γ_{6}$	0.6751	5.23
$γ_{7}$	-0.2668	-1.85
$γ_{8}$	-0.0179	-0.10

Estimation Period:
Dec 9, 1994 to Feb 25, 2022

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Huaxin Cement Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM