V-Lab: Nj Holdings Inc Spline ILLIQ Liquidity Analysis

V-Lab

Nj Holdings Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 10th, 2025:8,154.62 (4,864.36)

Analysis last updated: Thursday, July 10, 2025 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0390	5.24
$α$	0.2211	1.82
$β$	0.7788	6.42
$γ_{1}$	-0.7465	-6.51
$γ_{2}$	0.7084	3.84
$γ_{3}$	0.3122	2.09
$γ_{4}$	-0.3537	-2.69
$γ_{5}$	0.0140	0.12

Estimation Period:
Apr 21, 2006 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nj Holdings Inc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM