V-Lab: Guangdong Shaoneng Group Asymmetric ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, June 19th, 2025:115.09 (23.24)

Analysis last updated: Thursday, June 19, 2025 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	12.41
$α$	0.1324	18.24
$β$	0.7638	139.56
$γ$	0.2075	14.43

Estimation Period:
Aug 30, 1996 to Jun 13, 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