V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:160.27 (73.06)

Analysis last updated: Wednesday, April 16, 2025 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5113	3.17
$α$	0.2545	24.22
$β$	0.7435	64.39
$γ_{1}$	0.9581	4.80
$γ_{2}$	-1.4506	-4.72
$γ_{3}$	0.6501	4.55
$γ_{4}$	-0.2226	-3.76

Estimation Period:
Aug 30, 1996 to Apr 11, 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