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

V-Lab

NH Investment & Securities Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:0.68 (0.05)

Analysis last updated: Saturday, July 5, 2025 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7803	0.01
$α$	0.1662	0.00
$β$	0.8338	0.00
$γ_{1}$	0.3158	0.00
$γ_{2}$	-0.8240	-0.00
$γ_{3}$	0.7319	0.00
$γ_{4}$	-0.4982	-0.00
$γ_{5}$	0.9810	0.00
$γ_{6}$	-2.5830	-0.00
$γ_{7}$	4.2264	0.00
$γ_{8}$	-3.0717	-0.00
$γ_{9}$	0.3490	0.00

Estimation Period:
Jan 3, 1990 to Jun 27, 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