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 Monday, September 1st, 2025:1.19 (0.06)

Analysis last updated: Sunday, August 31, 2025 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7997	0.01
$α$	0.1659	0.00
$β$	0.8341	0.00
$γ_{1}$	0.3154	0.00
$γ_{2}$	-0.8199	-0.00
$γ_{3}$	0.7317	0.00
$γ_{4}$	-0.4688	-0.00
$γ_{5}$	0.8636	0.00
$γ_{6}$	-2.5023	-0.00
$γ_{7}$	4.1351	0.00
$γ_{8}$	-2.6514	-0.00
$γ_{9}$	-0.0571	-0.00

Estimation Period:
Jan 3, 1990 to Aug 29, 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