V-Lab: Guangdong Shaoneng Group Asymmetric ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:105.90 (-18.23)

Analysis last updated: Friday, July 18, 2025 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	12.34
$α$	0.1327	18.38
$β$	0.7639	139.22
$γ$	0.2067	14.24

Estimation Period:
Aug 30, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Guangdong Shaoneng Group Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM