V-Lab: Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

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Guangdong Shaoneng Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:128.51 (26.51)

Analysis last updated: Saturday, October 11, 2025 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9448	4.19
$α$	0.2562	25.91
$β$	0.7426	71.41
$γ_{1}$	-0.8496	-2.95
$γ_{2}$	2.7529	3.83
$γ_{3}$	-3.1243	-3.75
$γ_{4}$	1.2305	2.24
$γ_{5}$	0.2003	0.81
$γ_{6}$	-0.2633	-2.26
$γ_{7}$	-0.0274	-0.18

Estimation Period:
Aug 30, 1996 to Oct 10, 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