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 Tuesday, May 20th, 2025:464.17 (-21.72)

Analysis last updated: Tuesday, May 20, 2025 at 10:08 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	1.55
$γ$	-0.0676	-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 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other China Southern Airlines Co Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ