V-Lab: Liaoning SG Automotive Group Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Liaoning SG Automotive Group Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:435.86 (-161.35)

Analysis last updated: Thursday, May 8, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.4736	0.03
$β$	0.6405	16.61
$γ$	-0.4736	-0.01
$λ_{1}$	4.0959	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9555	2.70

Estimation Period:
Dec 26, 2000 to Apr 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ