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

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China Southern Airlines Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:282.41 (28.16)

Analysis last updated: Sunday, December 7, 2025 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.1746	0.01
$β$	0.6988	1.66
$γ$	-0.0327	-0.00
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.2459	0.01
$λ_{3}$	0.7541	0.10

Estimation Period:
Jul 31, 1997 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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