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

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Liaoning SG Automotive Group Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 24th, 2025:330.91 (79.99)

Analysis last updated: Saturday, November 22, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6558	2.91
$α$	0.3140	16.46
$β$	0.6849	35.15
$γ_{1}$	-0.5788	-3.06
$γ_{2}$	1.6083	4.91
$γ_{3}$	-3.0559	-8.17
$γ_{4}$	4.1936	4.22
$γ_{5}$	-3.7186	-2.94
$γ_{6}$	2.7051	2.71
$γ_{7}$	-1.6337	-2.82
$γ_{8}$	0.3096	1.17

Estimation Period:
Dec 26, 2000 to Nov 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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