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 Thursday, July 17th, 2025:1.20 (0.10)

Analysis last updated: Friday, July 18, 2025 at 03:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1307	0.36
$β$	0.7364	18.39
$γ$	0.1329	0.19
$λ_{1}$	0.1218	0.55
$λ_{2}$	0.7456	0.83
$λ_{3}$	0.2544	0.20

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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