V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:106.50 (29.39)

Analysis last updated: Friday, June 20, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2938	0.00
$α$	0.2612	0.00
$β$	0.7388	0.00
$γ_{1}$	0.0407	0.00
$γ_{2}$	-0.1608	-0.00
$γ_{3}$	0.2982	0.00

Estimation Period:
Aug 30, 1996 to Jun 13, 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