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

V-Lab

Japan Reliance Service Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:1,774.00 (-398.00)

Analysis last updated: Thursday, May 8, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2129	0.08
$β$	0.6720	16.66
$γ$	-0.2129	-0.04
$λ_{1}$	10.0000	0.09
$λ_{2}$	0.1861	0.09
$λ_{3}$	0.8139	3.25

Estimation Period:
Jan 31, 1997 to May 2, 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