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

V-Lab

Liaoning SG Automotive Group Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:17454.09 (8627.04)

Analysis last updated: Wednesday, April 16, 2025 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2450	2.40
$α$	0.3102	13.06
$β$	0.6851	30.46
$γ_{1}$	-1.6659	-5.21
$γ_{2}$	3.7366	7.04
$γ_{3}$	-3.6012	-9.22
$γ_{4}$	1.8309	4.30
$γ_{5}$	-0.5157	-1.24
$γ_{6}$	0.4808	0.86
$γ_{7}$	-0.1701	-0.26
$γ_{8}$	-0.1051	-0.23
$γ_{9}$	-0.1522	-0.49

Estimation Period:
Dec 26, 2000 to Apr 11, 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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