V-Lab: Shanghai Guijiu Co Ltd Spline ILLIQ Liquidity Analysis

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Shanghai Guijiu Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 18th, 2025:26,753.85 (9,811.71)

Analysis last updated: Thursday, December 18, 2025 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2126	3.30
$α$	0.2898	20.10
$β$	0.7084	49.85
$γ_{1}$	0.0796	1.73
$γ_{2}$	-0.1804	-2.00
$γ_{3}$	0.2305	2.53

Estimation Period:
Dec 6, 1993 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shanghai Guijiu Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM