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 Wednesday, December 17th, 2025:167,984.50 (29,848.50)

Analysis last updated: Wednesday, December 17, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1233	1.36
$α$	0.2641	5.83
$β$	0.7336	16.42
$γ_{1}$	0.4914	2.59
$γ_{2}$	-1.2637	-3.65
$γ_{3}$	1.3189	4.41
$γ_{4}$	-0.5589	-1.47
$γ_{5}$	0.0304	0.05
$γ_{6}$	-0.5593	-0.94
$γ_{7}$	1.1005	3.64
$γ_{8}$	-0.7400	-5.17
$γ_{9}$	0.3109	2.52
$γ_{10}$	-0.3866	-2.02

Estimation Period:
Dec 13, 1993 to Dec 12, 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