V-Lab: Softmax Co Ltd (Jpn) Spline ILLIQ Liquidity Analysis

V-Lab

Softmax Co Ltd (Jpn) Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:6,571.28 (-1,075.37)

Analysis last updated: Friday, May 30, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9152	4.71
$α$	0.1768	12.62
$β$	0.8198	55.20
$γ_{1}$	-0.2507	-6.46
$γ_{2}$	0.5112	7.88

Estimation Period:
Mar 12, 2013 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Softmax Co Ltd (Jpn) Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM