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

V-Lab

Japan Reliance Service Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:1,502.19 (-418.81)

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
$ω$	0.9782	4.11
$α$	0.2156	14.52
$β$	0.7580	51.00
$γ_{1}$	-0.7442	-3.74
$γ_{2}$	1.5214	5.17
$γ_{3}$	-1.7329	-7.52
$γ_{4}$	1.0763	4.54
$γ_{5}$	0.0967	0.43
$γ_{6}$	0.0179	0.09
$γ_{7}$	-0.0626	-0.31
$γ_{8}$	-0.7008	-2.90
$γ_{9}$	0.4999	1.35

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM