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

V-Lab

Guangdong Shaoneng Group ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:69.61 (-6.32)

Analysis last updated: Tuesday, May 20, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2370	0.00
$β$	0.6947	0.23
$γ$	-0.2370	-0.00
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.8032	0.00
$λ_{3}$	0.1968	0.00

Estimation Period:
Aug 30, 1996 to May 16, 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