V-Lab: Guangdong Shaoneng Group Asymmetric ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:132.09 (27.22)

Analysis last updated: Wednesday, April 16, 2025 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	12.26
$α$	0.1319	18.09
$β$	0.7645	140.42
$γ$	0.2072	14.68

Estimation Period:
Aug 30, 1996 to Apr 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