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

V-Lab

Trust Co Ltd (Japan) Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:5,809.67 (-1,163.05)

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
$ω$	0.8795	6.88
$α$	0.1711	16.23
$β$	0.8282	77.93
$γ_{1}$	-0.0110	-2.95

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM