V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

V-Lab

Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:94.77 (7.03)

Analysis last updated: Thursday, May 1, 2025 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9461	4.20
$α$	0.2563	25.42
$β$	0.7424	70.20
$γ_{1}$	-0.8835	-2.53
$γ_{2}$	2.8674	3.10
$γ_{3}$	-3.1892	-3.05
$γ_{4}$	1.1319	1.83
$γ_{5}$	0.3175	1.35
$γ_{6}$	-0.2952	-2.48
$γ_{7}$	-0.0089	-0.06

Estimation Period:
Aug 30, 1996 to Apr 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