V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 3rd, 2025:103.57 (10.81)

Analysis last updated: Saturday, May 31, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1425	3.91
$α$	0.2569	25.04
$β$	0.7422	69.63
$γ_{1}$	-0.8871	-2.57
$γ_{2}$	2.8626	3.24
$γ_{3}$	-3.1880	-3.20
$γ_{4}$	1.1566	1.92
$γ_{5}$	0.2925	1.23
$γ_{6}$	-0.2862	-2.41
$γ_{7}$	-0.0253	-0.16

Estimation Period:
Aug 30, 1996 to May 30, 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