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

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NH Investment & Securities Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, October 30th, 2025:1.01 (-0.08)

Analysis last updated: Thursday, October 30, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1302	0.36
$β$	0.7368	18.39
$γ$	0.1329	0.19
$λ_{1}$	0.1205	0.55
$λ_{2}$	0.7459	0.83
$λ_{3}$	0.2541	0.20

Estimation Period:
Jan 3, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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