V-Lab: Oriental Shiraishi Corp Spline ILLIQ Liquidity Analysis

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Oriental Shiraishi Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 30th, 2025:124.33 (6.01)

Analysis last updated: Thursday, October 30, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1882	3.93
$α$	0.2013	8.47
$β$	0.7482	56.23
$γ_{1}$	1.4763	7.09
$γ_{2}$	-2.6591	-7.06
$γ_{3}$	1.7134	5.00
$γ_{4}$	-0.6531	-2.25
$γ_{5}$	-0.2717	-0.98
$γ_{6}$	1.1151	4.60
$γ_{7}$	-1.3696	-6.74
$γ_{8}$	0.7699	4.04
$γ_{9}$	0.1535	0.68
$γ_{10}$	-0.4718	-1.38

Estimation Period:
Apr 20, 1995 to Oct 24, 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