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, December 15th, 2025:411.47 (31.99)

Analysis last updated: Saturday, December 13, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6949	2.89
$α$	0.3049	17.60
$β$	0.6947	39.72
$γ_{1}$	-1.5868	-7.63
$γ_{2}$	3.5555	9.30
$γ_{3}$	-3.7174	-8.99
$γ_{4}$	2.1619	3.27
$γ_{5}$	0.0624	0.09
$γ_{6}$	-2.3502	-1.68
$γ_{7}$	5.0978	1.87
$γ_{8}$	-5.1310	-2.01
$γ_{9}$	2.2865	1.96

Estimation Period:
Dec 26, 2000 to Dec 12, 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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