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 Thursday, September 18th, 2025:307.97 (21.55)

Analysis last updated: Thursday, September 18, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.1740	0.01
$β$	0.6996	1.60
$γ$	-0.0488	-0.00
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.2470	0.01
$λ_{3}$	0.7530	0.09

Estimation Period:
Jul 31, 1997 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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