V-Lab: Yantai North Andre Juice Co Spline ILLIQ Liquidity Analysis

V-Lab

Yantai North Andre Juice Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:19,902.95 (9,228.67)

Analysis last updated: Saturday, October 4, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1303	2.94
$α$	0.3094	9.35
$β$	0.6851	20.30
$γ_{1}$	-0.3966	-0.57
$γ_{2}$	1.0961	0.89
$γ_{3}$	-1.4985	-1.44
$γ_{4}$	1.2450	1.40
$γ_{5}$	-0.2838	-0.28
$γ_{6}$	-1.5601	-1.54
$γ_{7}$	3.2541	3.14
$γ_{8}$	-3.5731	-3.72
$γ_{9}$	3.3150	3.83
$γ_{10}$	-6.5146	-4.78

Estimation Period:
Jan 19, 2011 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Yantai North Andre Juice Co Analyses
Asymmetric ILLIQ
Historical ILLIQ
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