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

Skip to main content

V-Lab

NH Investment & Securities Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 12th, 2025:0.78 (-0.13)

Analysis last updated: Friday, December 12, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9658	6.58
$α$	0.1672	6.12
$β$	0.8321	31.10
$γ_{1}$	0.2117	0.60
$γ_{2}$	-0.5818	-1.26
$γ_{3}$	0.5567	2.69
$γ_{4}$	-1.4702	-1.53
$γ_{5}$	4.0589	1.48
$γ_{6}$	-4.8197	-1.53
$γ_{7}$	2.7880	1.56
$γ_{8}$	-0.9963	-1.50
$γ_{9}$	0.3251	1.42
$γ_{10}$	-0.2165	-1.32

Estimation Period:
Jan 3, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other NH Investment & Securities Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM