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 Wednesday, October 15th, 2025:80.95 (-28.67)

Analysis last updated: Wednesday, October 15, 2025 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7229	3.10
$α$	0.2746	15.62
$β$	0.7252	40.99
$γ_{1}$	-1.7700	-7.84
$γ_{2}$	3.9438	8.87
$γ_{3}$	-4.1057	-6.82
$γ_{4}$	2.4323	2.51
$γ_{5}$	0.0541	0.05
$γ_{6}$	-2.5243	-1.34
$γ_{7}$	3.7515	1.21
$γ_{8}$	-0.3486	-0.11
$γ_{9}$	-4.0744	-1.24

Estimation Period:
Dec 26, 2000 to Oct 10, 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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