V-Lab: Jorudan Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Jorudan Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:15,797.66 (-1,253.48)

Analysis last updated: Thursday, May 8, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6975	4.46
$α$	0.1592	0.04
$β$	0.8408	0.23
$γ_{1}$	-0.1918	-0.22
$γ_{2}$	0.1545	0.12
$γ_{3}$	0.1728	0.15

Estimation Period:
Apr 21, 2003 to May 2, 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