V-Lab: Oriental Shiraishi Corp Spline ILLIQ Liquidity Analysis

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Oriental Shiraishi Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 20th, 2025:97.01 (7.52)

Analysis last updated: Thursday, November 20, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1826	3.93
$α$	0.2008	8.43
$β$	0.7482	56.20
$γ_{1}$	1.4658	7.10
$γ_{2}$	-2.6455	-7.09
$γ_{3}$	1.7140	5.04
$γ_{4}$	-0.6632	-2.31
$γ_{5}$	-0.2586	-0.94
$γ_{6}$	1.1101	4.63
$γ_{7}$	-1.3883	-6.97
$γ_{8}$	0.8115	4.38
$γ_{9}$	0.1118	0.51
$γ_{10}$	-0.4450	-1.33

Estimation Period:
Apr 20, 1995 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Oriental Shiraishi Corp Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM