V-Lab: Takahashi Curtain Wall Corp Spline ILLIQ Liquidity Analysis

V-Lab

Takahashi Curtain Wall Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:10,091.29 (5,010.97)

Analysis last updated: Thursday, July 31, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7971	2.45
$α$	0.1413	14.98
$β$	0.8562	87.36
$γ_{1}$	-0.2278	-4.14
$γ_{2}$	0.3002	3.87
$γ_{3}$	-0.1886	-3.70
$γ_{4}$	0.2562	4.53
$γ_{5}$	-0.2109	-2.39

Estimation Period:
Nov 19, 1992 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Takahashi Curtain Wall Corp Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM