V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

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Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 3rd, 2025:98.10 (-19.74)

Analysis last updated: Wednesday, December 3, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9390	4.18
$α$	0.2552	26.14
$β$	0.7434	72.28
$γ_{1}$	-0.7818	-2.97
$γ_{2}$	2.6261	3.91
$γ_{3}$	-3.0572	-3.83
$γ_{4}$	1.2469	2.29
$γ_{5}$	0.1651	0.65
$γ_{6}$	-0.2547	-2.16
$γ_{7}$	-0.0233	-0.16

Estimation Period:
Aug 30, 1996 to Nov 28, 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