V-Lab: Trust Co Ltd (Japan) ILLIQ-MFMEM Liquidity Analysis

V-Lab

Trust Co Ltd (Japan) ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:8,842.83 (-1,977.88)

Analysis last updated: Sunday, May 18, 2025 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2115	0.01
$β$	0.6733	5.10
$γ$	-0.2115	-0.01
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.2268	0.01
$λ_{3}$	0.7732	0.68

Estimation Period:
Nov 12, 2004 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Trust Co Ltd (Japan) Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ