V-Lab: Jorudan Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Jorudan Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 16th, 2025:4,105.45 (-238.15)

Analysis last updated: Sunday, September 14, 2025 at 01:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7106	5.13
$α$	0.1590	0.04
$β$	0.8410	0.20
$γ_{1}$	-0.1905	-0.22
$γ_{2}$	0.1575	0.12
$γ_{3}$	0.1507	0.15

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM