V-Lab: NH Investment & Securities Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

NH Investment & Securities Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:0.84 (0.03)

Analysis last updated: Saturday, July 5, 2025 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0602	3.32
$α$	0.1557	8.62
$β$	0.8008	36.80
$γ$	0.0708	4.98

Estimation Period:
Jan 3, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other NH Investment & Securities Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM