V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

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V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, March 10th, 2025:195.99 (-3.35)

Analysis last updated: Saturday, March 8, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9136	4.28
$α$	0.2575	23.91
$β$	0.7411	65.43
$γ_{1}$	-0.8862	-1.71
$γ_{2}$	1.0465	0.86
$γ_{3}$	2.4198	0.96
$γ_{4}$	-4.4681	-1.49
$γ_{5}$	1.9615	1.33
$γ_{6}$	-0.6424	-1.84
$γ_{7}$	1.2703	6.41
$γ_{8}$	-0.9192	-5.57
$γ_{9}$	0.2980	1.84
$γ_{10}$	-0.2305	-0.79

Estimation Period:
Aug 30, 1996 to Mar 7, 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