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 Thursday, October 30th, 2025:1.01 (-0.10)

Analysis last updated: Thursday, October 30, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8349	5.91
$α$	0.1722	6.05
$β$	0.8270	29.58
$γ_{1}$	-0.3043	-1.19
$γ_{2}$	0.2924	1.03
$γ_{3}$	-0.4566	-1.70
$γ_{4}$	-0.0160	-0.02
$γ_{5}$	3.0565	1.18
$γ_{6}$	-4.6895	-1.49
$γ_{7}$	2.8198	1.61
$γ_{8}$	-0.9336	-1.53
$γ_{9}$	0.2970	1.37
$γ_{10}$	-0.1825	-1.13

Estimation Period:
Jan 3, 1990 to Oct 24, 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