V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, September 12th, 2025:78.09 (-23.20)

Analysis last updated: Friday, September 12, 2025 at 08:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9463	4.19
$α$	0.2565	25.84
$β$	0.7422	71.14
$γ_{1}$	-0.8563	-2.88
$γ_{2}$	2.7769	3.69
$γ_{3}$	-3.1392	-3.62
$γ_{4}$	1.2112	2.16
$γ_{5}$	0.2242	0.92
$γ_{6}$	-0.2686	-2.31
$γ_{7}$	-0.0312	-0.21

Estimation Period:
Aug 30, 1996 to Sep 5, 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