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

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V-Lab

NH Investment & Securities Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, March 18th, 2025:1.84 (0.30)

Analysis last updated: Tuesday, March 18, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1302	0.36
$β$	0.7366	18.45
$γ$	0.1388	0.20
$λ_{1}$	0.1278	0.56
$λ_{2}$	0.7423	0.85
$λ_{3}$	0.2577	0.21

Estimation Period:
Jan 3, 1990 to Mar 14, 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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