V-Lab: Japan Reliance Service Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Japan Reliance Service Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:2,509.64 (361.68)

Analysis last updated: Sunday, May 18, 2025 at 01:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2129	0.08
$β$	0.6717	16.71
$γ$	-0.2129	-0.04
$λ_{1}$	10.0000	0.09
$λ_{2}$	0.1858	0.09
$λ_{3}$	0.8142	3.27

Estimation Period:
Jan 31, 1997 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Japan Reliance Service Corp Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ