V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

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Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 21st, 2025:178.89 (-3.24)

Analysis last updated: Tuesday, October 21, 2025 at 08:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9440	4.19
$α$	0.2562	25.95
$β$	0.7425	71.47
$γ_{1}$	-0.8457	-2.97
$γ_{2}$	2.7427	3.88
$γ_{3}$	-3.1186	-3.80
$γ_{4}$	1.2368	2.26
$γ_{5}$	0.1923	0.78
$γ_{6}$	-0.2618	-2.24
$γ_{7}$	-0.0246	-0.17

Estimation Period:
Aug 30, 1996 to Oct 17, 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