V-Lab: Kuk Young G&M Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Kuk Young G&M Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:22.29 (2.64)

Analysis last updated: Thursday, May 8, 2025 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5634	6.72
$α$	0.2657	23.71
$β$	0.7341	61.38
$γ_{1}$	0.5500	0.40
$γ_{2}$	-3.4332	-1.44
$γ_{3}$	7.1519	2.83
$γ_{4}$	-6.3111	-2.99
$γ_{5}$	2.1666	3.09
$γ_{6}$	-0.2142	-1.21
$γ_{7}$	0.3664	2.85
$γ_{8}$	-0.7470	-4.80

Estimation Period:
Jan 26, 2001 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Kuk Young G&M Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM