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 Wednesday, May 7th, 2025:1.74 (-0.02)

Analysis last updated: Sunday, May 4, 2025 at 06:46 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	18.49
$γ$	0.1368	0.20
$λ_{1}$	0.1278	0.55
$λ_{2}$	0.7466	0.83
$λ_{3}$	0.2534	0.20

Estimation Period:
Jan 3, 1990 to May 2, 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