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, September 19th, 2025:48.84 (6.29)

Analysis last updated: Friday, September 19, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6987	4.18
$α$	0.2340	15.09
$β$	0.7646	47.02
$γ_{1}$	-0.0189	-3.04
$γ_{2}$	0.0477	4.34

Estimation Period:
Jan 26, 2001 to Sep 12, 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