V-Lab: Nippon Shikizai Inc Spline ILLIQ Liquidity Analysis

V-Lab

Nippon Shikizai Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,286.77 (146.01)

Analysis last updated: Monday, August 4, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7491	6.18
$α$	0.1094	11.50
$β$	0.8864	95.51
$γ_{1}$	-0.0088	-2.23

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM