V-Lab: Takasago Tekko Kk ILLIQ-MFMEM Liquidity Analysis

V-Lab

Takasago Tekko Kk ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:13,279.65 (10,028.99)

Analysis last updated: Saturday, October 4, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1890	0.55
$β$	0.7097	40.13
$γ$	-0.1839	-0.26
$λ_{1}$	10.0000	0.64
$λ_{2}$	0.0724	0.64
$λ_{3}$	0.9276	50.30

Estimation Period:
Oct 1, 1992 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Takasago Tekko Kk Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ