V-Lab: Oriental Shiraishi Corp Spline ILLIQ Liquidity Analysis

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Oriental Shiraishi Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:115.88 (-7.84)

Analysis last updated: Thursday, December 11, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1701	3.93
$α$	0.2003	8.33
$β$	0.7478	55.92
$γ_{1}$	1.4438	7.11
$γ_{2}$	-2.6167	-7.15
$γ_{3}$	1.7138	5.12
$γ_{4}$	-0.6826	-2.43
$γ_{5}$	-0.2320	-0.87
$γ_{6}$	1.0981	4.67
$γ_{7}$	-1.4222	-7.41
$γ_{8}$	0.8919	5.09
$γ_{9}$	0.0248	0.12
$γ_{10}$	-0.3687	-1.14

Estimation Period:
Apr 20, 1995 to Dec 5, 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