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

V-Lab

NH Investment & Securities Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:1.00 (0.02)

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
$m$	56
$α$	0.1306	0.36
$β$	0.7365	18.39
$γ$	0.1333	0.19
$λ_{1}$	0.1226	0.55
$λ_{2}$	0.7458	0.83
$λ_{3}$	0.2542	0.20

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
Asymmetric ILLIQ
Historical ILLIQ