V-Lab: Jorudan Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Jorudan Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,639.04 (-343.68)

Analysis last updated: Sunday, June 29, 2025 at 06:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	6.58
$α$	0.0935	30.28
$β$	0.8831	464.79
$γ$	0.0467	9.01

Estimation Period:
Apr 21, 2003 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Jorudan Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM