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 Monday, August 18th, 2025:79,442.00 (11,604.24)

Analysis last updated: Sunday, August 17, 2025 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1446	1.36
$α$	0.2652	5.81
$β$	0.7325	16.23
$γ_{1}$	0.5166	2.58
$γ_{2}$	-1.3033	-3.62
$γ_{3}$	1.3233	4.38
$γ_{4}$	-0.5324	-1.47
$γ_{5}$	0.0252	0.05
$γ_{6}$	-0.5921	-1.15
$γ_{7}$	1.1000	4.27
$γ_{8}$	-0.6663	-4.62
$γ_{9}$	0.2020	1.48
$γ_{10}$	-0.1841	-0.86

Estimation Period:
Dec 13, 1993 to Aug 15, 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