V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:55.11 (-5.44)

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
$ω$	25.1091	251,090,600.00
$α$	0.2801	2,801,030.00
$β$	0.7199	7,198,940.00
$γ_{1}$	-0.9162	-9,162,160.00
$γ_{2}$	2.9347	29,347,160.00
$γ_{3}$	-3.2424	-32,424,040.00
$γ_{4}$	1.1570	11,570,150.00
$γ_{5}$	0.3094	3,094,170.00
$γ_{6}$	-0.2932	-2,931,800.00
$γ_{7}$	-0.0886	-885,940.00

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM