V-Lab: China Southern Airlines Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

China Southern Airlines Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:369.36 (6.29)

Analysis last updated: Saturday, May 31, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.1743	0.01
$β$	0.6996	1.56
$γ$	-0.0647	-0.00
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.2478	0.01
$λ_{3}$	0.7522	0.09

Estimation Period:
Jul 31, 1997 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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