V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 16th, 2025:97.05 (7.28)

Analysis last updated: Tuesday, September 16, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2891	3.51
$α$	0.2332	24.74
$β$	0.7656	77.91
$γ_{1}$	0.2143	13.57
$γ_{2}$	-0.4868	-17.37
$γ_{3}$	0.6362	10.52

Estimation Period:
Aug 30, 1996 to Sep 12, 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