V-Lab: Nippon Shikizai Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Nippon Shikizai Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,999.46 (318.49)

Analysis last updated: Monday, August 4, 2025 at 03:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1552	0.09
$β$	0.7438	16.33
$γ$	-0.1552	-0.04
$λ_{1}$	10.0000	0.10
$λ_{2}$	0.0858	0.10
$λ_{3}$	0.9142	8.38

Estimation Period:
Aug 29, 1996 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nippon Shikizai Inc Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ