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

V-Lab

Japan Reliance Service Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 14th, 2025:3,349.65 (215.10)

Analysis last updated: Sunday, July 13, 2025 at 05:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9875	4.15
$α$	0.2106	14.50
$β$	0.7636	52.22
$γ_{1}$	-0.7123	-3.64
$γ_{2}$	1.4665	5.06
$γ_{3}$	-1.7213	-7.56
$γ_{4}$	1.1408	4.72
$γ_{5}$	0.0074	0.03
$γ_{6}$	0.0826	0.43
$γ_{7}$	-0.1292	-0.66
$γ_{8}$	-0.7151	-2.97
$γ_{9}$	0.8441	1.98

Estimation Period:
Jan 31, 1997 to Jul 11, 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