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 Monday, April 14th, 2025:2.18 (-0.38)

Analysis last updated: Monday, April 14, 2025 at 12:38 AM 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	18.51
$γ$	0.1383	0.20
$λ_{1}$	0.1291	0.56
$λ_{2}$	0.7455	0.84
$λ_{3}$	0.2545	0.21

Estimation Period:
Jan 3, 1990 to Apr 11, 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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