V-Lab: Guangdong Shaoneng Group ILLIQ-MFMEM Liquidity Analysis

V-Lab

Guangdong Shaoneng Group ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:175.37 (66.45)

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
$m$	21
$α$	0.2375	0.00
$β$	0.6946	0.23
$γ$	-0.2375	-0.00
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.7967	0.00
$λ_{3}$	0.2033	0.00

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
Asymmetric ILLIQ
Historical ILLIQ