V-Lab: Shanghai Yaohua Pilkington Glass Group Co Ltd Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Shanghai Yaohua Pilkington Glass Group Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, February 5th, 2025:119476.70 (-12828.90)

Analysis last updated: Tuesday, January 28, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.02
$α$	0.0821	3.16
$β$	0.9030	145.64
$γ$	0.0297	0.79

Estimation Period:
Dec 13, 1993 to Jan 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shanghai Yaohua Pilkington Glass Group Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM