V-Lab: Yulon Nissan Motor Co Ltd ILLIQ-MFMEM Liquidity Analysis

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Yulon Nissan Motor Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, October 30th, 2025:4,953.46 (-391.54)

Analysis last updated: Thursday, October 30, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1578	4.71
$β$	0.8404	312.31
$γ$	-0.1578	-2.85
$λ_{1}$	0.1165	10.56
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9973	708.33

Estimation Period:
Jan 18, 2005 to Oct 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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