V-Lab: Sun Hung Kai & Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Sun Hung Kai & Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:8,270.27 (14.70)

Analysis last updated: Monday, July 7, 2025 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0760	0.18
$β$	0.9524	214.98
$γ$	-0.0567	-0.07
$λ_{1}$	0.0000	0.20
$λ_{2}$	0.0045	0.40
$λ_{3}$	0.9835	42.75

Estimation Period:
Jan 1, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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