V-Lab: Jorudan Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Jorudan Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 16th, 2025:3,161.36 (-184.36)

Analysis last updated: Sunday, September 14, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	6.67
$α$	0.0956	31.11
$β$	0.8825	470.67
$γ$	0.0438	8.47

Estimation Period:
Apr 21, 2003 to Sep 12, 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