V-Lab: Takasago Tekko Kk Spline ILLIQ Liquidity Analysis

V-Lab

Takasago Tekko Kk Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:11,942.03 (8,289.69)

Analysis last updated: Saturday, October 4, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7117	4.59
$α$	0.1621	14.26
$β$	0.8290	74.17
$γ_{1}$	0.2860	3.87
$γ_{2}$	-0.4903	-4.20
$γ_{3}$	0.1356	1.50
$γ_{4}$	0.4163	4.70
$γ_{5}$	-0.8523	-8.68
$γ_{6}$	1.0162	7.41
$γ_{7}$	-0.7769	-5.40
$γ_{8}$	0.2806	1.95

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM