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 Friday, December 12th, 2025:0.93 (-0.13)

Analysis last updated: Friday, December 12, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1299	0.36
$β$	0.7370	18.38
$γ$	0.1333	0.19
$λ_{1}$	0.1196	0.55
$λ_{2}$	0.7462	0.83
$λ_{3}$	0.2538	0.20

Estimation Period:
Jan 3, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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