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 22nd, 2025:30.63 (-9.35)

Analysis last updated: Thursday, May 22, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0129	0.02
$α$	0.2675	0.00
$β$	0.7325	0.01
$γ_{1}$	1.1491	0.00
$γ_{2}$	-3.6589	-0.00
$γ_{3}$	5.0215	0.05
$γ_{4}$	-4.2930	-0.08
$γ_{5}$	2.6833	0.09
$γ_{6}$	-1.3518	-0.52
$γ_{7}$	0.7178	0.02
$γ_{8}$	-0.4555	-0.01
$γ_{9}$	0.6397	0.01
$γ_{10}$	-1.3380	-0.01

Estimation Period:
Jan 26, 2001 to May 16, 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