V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 18th, 2025:77.71 (-2.04)

Analysis last updated: Sunday, August 17, 2025 at 01:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5192	3.13
$α$	0.2529	25.55
$β$	0.7450	68.28
$γ_{1}$	0.8815	5.31
$γ_{2}$	-1.3452	-5.18
$γ_{3}$	0.6226	4.95
$γ_{4}$	-0.2375	-4.50

Estimation Period:
Aug 30, 1996 to Aug 15, 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