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 6th, 2025:288,536.60 (16,976.80)

Analysis last updated: Thursday, May 1, 2025 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1636	1.36
$α$	0.2667	5.77
$β$	0.7311	15.97
$γ_{1}$	0.5380	2.57
$γ_{2}$	-1.3366	-3.59
$γ_{3}$	1.3260	4.34
$γ_{4}$	-0.5098	-1.45
$γ_{5}$	0.0264	0.05
$γ_{6}$	-0.6298	-1.37
$γ_{7}$	1.1059	4.83
$γ_{8}$	-0.5985	-4.04
$γ_{9}$	0.0854	0.58
$γ_{10}$	0.0099	0.04

Estimation Period:
Dec 13, 1993 to Apr 30, 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