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

Skip to main content

V-Lab

Japan Reliance Service Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, October 24th, 2025:4,206.62 (-1,040.84)

Analysis last updated: Friday, October 24, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9832	4.19
$α$	0.2092	14.43
$β$	0.7636	51.77
$γ_{1}$	-0.6637	-3.52
$γ_{2}$	1.3815	4.95
$γ_{3}$	-1.7062	-7.81
$γ_{4}$	1.2691	5.20
$γ_{5}$	-0.1921	-0.77
$γ_{6}$	0.2438	1.21
$γ_{7}$	-0.2907	-1.60
$γ_{8}$	-0.6374	-3.05
$γ_{9}$	1.2032	3.43

Estimation Period:
Jan 31, 1997 to Oct 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Japan Reliance Service Corp Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM