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 22nd, 2025:3,125.08 (148.08)

Analysis last updated: Thursday, May 22, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9809	4.12
$α$	0.2153	14.52
$β$	0.7584	51.21
$γ_{1}$	-0.7375	-3.72
$γ_{2}$	1.5099	5.15
$γ_{3}$	-1.7302	-7.53
$γ_{4}$	1.0888	4.58
$γ_{5}$	0.0792	0.35
$γ_{6}$	0.0322	0.17
$γ_{7}$	-0.0799	-0.40
$γ_{8}$	-0.6960	-2.90
$γ_{9}$	0.5404	1.45

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM