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 Tuesday, July 29th, 2025:1.05 (0.10)

Analysis last updated: Wednesday, July 30, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8329	5.96
$α$	0.1684	1.09
$β$	0.8315	5.43
$γ_{1}$	-0.2786	-0.39
$γ_{2}$	0.1639	0.20
$γ_{3}$	-0.6062	-0.57
$γ_{4}$	2.6539	0.85
$γ_{5}$	-3.6458	-0.93
$γ_{6}$	2.6428	0.93
$γ_{7}$	-1.2515	-0.83
$γ_{8}$	0.2941	0.52

Estimation Period:
Jan 3, 1990 to Jul 25, 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