V-Lab: Jorudan Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Jorudan Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:4,201.26 (1,140.98)

Analysis last updated: Saturday, June 21, 2025 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1586	0.99
$β$	0.8601	376.10
$γ$	-0.1586	-1.20
$λ_{1}$	0.0987	1.48
$λ_{2}$	0.0837	1.46
$λ_{3}$	0.6784	6.18

Estimation Period:
Apr 21, 2003 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Jorudan Co Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ