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 Friday, July 4th, 2025:29.30 (-7.77)

Analysis last updated: Saturday, July 5, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7138	0.07
$α$	0.2633	0.02
$β$	0.7367	0.05
$γ_{1}$	1.1832	0.01
$γ_{2}$	-3.7676	-0.02
$γ_{3}$	5.2006	0.39
$γ_{4}$	-4.4605	-0.65
$γ_{5}$	2.7690	0.89
$γ_{6}$	-1.3828	-1.96
$γ_{7}$	0.7131	0.11
$γ_{8}$	-0.4213	-0.04
$γ_{9}$	0.6103	0.05
$γ_{10}$	-1.4114	-0.08

Estimation Period:
Jan 26, 2001 to Jun 27, 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