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

V-Lab

China Southern Airlines Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:368.94 (-83.12)

Analysis last updated: Sunday, May 4, 2025 at 03:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6946	0.18
$α$	0.1839	0.02
$β$	0.8161	0.08
$γ_{1}$	0.2395	0.01
$γ_{2}$	-0.9531	-0.05
$γ_{3}$	1.7126	0.06

Estimation Period:
Jul 31, 1997 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other China Southern Airlines Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM