Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Friday, June 12th, 2026
1 Day
59.08
decreased by 0.69
1 Week
51.09
decreased by 8.68
1 Month
50.02
decreased by 9.75
Analysis last updated: Friday, June 12, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 29.1295 | 291,295,000.00 | |
| 0.2351 | 2,351,040.00 | |
| 0.7649 | 7,648,960.00 | |
| 0.0412 | 412,390.00 | |
| -0.1585 | -1,584,780.00 | |
| 0.2933 | 2,932,530.00 |
Estimation Period:
Aug 30, 1996 to Jun 5, 2026
Aug 30, 1996 to Jun 5, 2026
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