Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, May 6th, 2026
1 Day
35.79
increased by 2.90
1 Week
34.34
increased by 1.45
1 Month
40.61
increased by 7.72
Analysis last updated: Friday, May 1, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4250 | 0.01 | |
| 0.2450 | 0.00 | |
| 0.7550 | 0.00 | |
| 0.0509 | 0.00 | |
| -0.1009 | 0.00 | |
| -0.3208 | -0.01 | |
| 1.1843 | 0.00 |
Estimation Period:
Aug 30, 1996 to Apr 30, 2026
Aug 30, 1996 to Apr 30, 2026
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