V-Lab: Nihon Seima Co Ltd Spline ILLIQ Liquidity Analysis

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Nihon Seima Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 12th, 2025:6,948.22 (2,601.50)

Analysis last updated: Friday, December 12, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0901	5.17
$α$	0.1316	13.24
$β$	0.8646	83.41
$γ_{1}$	0.0459	0.25
$γ_{2}$	0.0894	0.31
$γ_{3}$	-0.7323	-3.67
$γ_{4}$	1.1667	6.68
$γ_{5}$	-0.6037	-3.71
$γ_{6}$	-0.2660	-1.69
$γ_{7}$	0.5518	4.40
$γ_{8}$	-0.2894	-2.52
$γ_{9}$	-0.1386	-1.23
$γ_{10}$	0.4994	3.27

Estimation Period:
Oct 1, 1992 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nihon Seima Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM