V-Lab: Cns Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Cns Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:1,569.75 (-102.85)

Analysis last updated: Friday, May 30, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.81
$α$	0.1093	13.59
$β$	0.9276	310.14
$γ$	-0.0739	-5.85

Estimation Period:
Aug 20, 2021 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Cns Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM