V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 11th, 2025:67.53 (-8.59)

Analysis last updated: Saturday, August 9, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9492	4.19
$α$	0.2568	25.77
$β$	0.7420	70.87
$γ_{1}$	-0.8669	-2.84
$γ_{2}$	2.8029	3.62
$γ_{3}$	-3.1547	-3.55
$γ_{4}$	1.2007	2.12
$γ_{5}$	0.2390	0.99
$γ_{6}$	-0.2716	-2.33
$γ_{7}$	-0.0335	-0.22

Estimation Period:
Aug 30, 1996 to Aug 8, 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