V-Lab: Jorudan Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Jorudan Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:3,256.78 (-431.23)

Analysis last updated: Sunday, June 29, 2025 at 06:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7053	5.32
$α$	0.1585	0.05
$β$	0.8415	0.27
$γ_{1}$	-0.1913	-0.29
$γ_{2}$	0.1569	0.16
$γ_{3}$	0.1574	0.29

Estimation Period:
Apr 21, 2003 to Jun 27, 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