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 Monday, June 2nd, 2025:303.06 (3.40)

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
$ω$	0.7438	2.16
$α$	0.1675	10.91
$β$	0.8316	55.76
$γ_{1}$	-0.5881	-2.33
$γ_{2}$	0.2535	0.59
$γ_{3}$	1.9533	2.78
$γ_{4}$	-2.7229	-3.32
$γ_{5}$	0.5388	0.83
$γ_{6}$	1.4369	2.40
$γ_{7}$	-1.2874	-2.70
$γ_{8}$	0.6718	2.40
$γ_{9}$	-0.3245	-1.49
$γ_{10}$	-0.0225	-0.09

Estimation Period:
Jul 31, 1997 to May 30, 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