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

V-Lab

Shanghai Yaohua Pilkington Glass Group Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:203,816.60 (3,168.80)

Analysis last updated: Tuesday, May 20, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1608	1.36
$α$	0.2662	5.77
$β$	0.7315	16.03
$γ_{1}$	0.5352	2.58
$γ_{2}$	-1.3322	-3.59
$γ_{3}$	1.3258	4.34
$γ_{4}$	-0.5130	-1.45
$γ_{5}$	0.0258	0.05
$γ_{6}$	-0.6235	-1.34
$γ_{7}$	1.1037	4.75
$γ_{8}$	-0.6058	-4.11
$γ_{9}$	0.0964	0.66
$γ_{10}$	-0.0001	-0.00

Estimation Period:
Dec 13, 1993 to May 16, 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