Just looked through some pictures I received a few weeks ago for the Hong Kong moth guide - reared larva of Cyana interrogationis. The larval cocoon is just like the lattice work in this photo - created from long setae, without which the larva looks mor like a lymantriid larva!
Thus in all likelihood it will turn into a species of Cyana (Arctiidae, Lithosiinae), of which there are quite a few.

cheers,

Roger.