V-Lab: Jorudan Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Jorudan Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:4,877.89 (1,147.42)

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
$ω$	0.6970	4.70
$α$	0.1595	0.05
$β$	0.8405	0.29
$γ_{1}$	-0.1902	-0.29
$γ_{2}$	0.1545	0.16
$γ_{3}$	0.1617	0.29

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM