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

V-Lab

Japan Reliance Service Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:4,383.24 (-450.06)

Analysis last updated: Saturday, July 5, 2025 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9859	4.14
$α$	0.2109	14.50
$β$	0.7635	52.20
$γ_{1}$	-0.7192	-3.65
$γ_{2}$	1.4783	5.07
$γ_{3}$	-1.7238	-7.54
$γ_{4}$	1.1270	4.67
$γ_{5}$	0.0282	0.12
$γ_{6}$	0.0647	0.34
$γ_{7}$	-0.1073	-0.54
$γ_{8}$	-0.7288	-2.99
$γ_{9}$	0.8199	1.94

Estimation Period:
Jan 31, 1997 to Jun 27, 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