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 Monday, April 13th, 2026
1 Day
34.76
decreased by 9.84
1 Week
39.40
decreased by 5.20
1 Month
73.40
increased by 28.80
Analysis last updated: Saturday, April 11, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3554 | 0.00 | |
| 0.2737 | 0.00 | |
| 0.7263 | 0.00 | |
| -0.0021 | 0.00 | |
| -0.3406 | 0.00 |
Estimation Period:
Aug 30, 1996 to Apr 10, 2026
Aug 30, 1996 to Apr 10, 2026
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