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

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Shanghai Yaohua Pilkington Glass Group Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 16th, 2025:50,060.17 (-3,975.88)

Analysis last updated: Thursday, October 16, 2025 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1356	1.36
$α$	0.2644	5.82
$β$	0.7333	16.36
$γ_{1}$	0.5042	2.59
$γ_{2}$	-1.2839	-3.64
$γ_{3}$	1.3214	4.40
$γ_{4}$	-0.5455	-1.47
$γ_{5}$	0.0267	0.05
$γ_{6}$	-0.5746	-1.04
$γ_{7}$	1.1011	3.96
$γ_{8}$	-0.7091	-4.94
$γ_{9}$	0.2744	2.10
$γ_{10}$	-0.3367	-1.67

Estimation Period:
Dec 13, 1993 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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