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

V-Lab

Takahashi Curtain Wall Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:5019.91 (-825.53)

Analysis last updated: Sunday, April 27, 2025 at 03:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6300	1.91
$α$	0.1412	14.12
$β$	0.8531	82.89
$γ_{1}$	-0.2169	-4.21
$γ_{2}$	0.2907	4.00
$γ_{3}$	-0.1944	-4.09
$γ_{4}$	0.2671	5.13
$γ_{5}$	-0.2423	-3.09

Estimation Period:
Nov 19, 1992 to Apr 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