V-Lab: Daiwa Computer Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Daiwa Computer Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:7,927.03 (-1,047.38)

Analysis last updated: Tuesday, July 8, 2025 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6286	3.69
$α$	0.2043	12.69
$β$	0.7904	51.66
$γ_{1}$	-0.5379	-5.67
$γ_{2}$	0.6837	4.96
$γ_{3}$	-0.1042	-1.22
$γ_{4}$	-0.0201	-0.14

Estimation Period:
Sep 29, 2006 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Daiwa Computer Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM