V-Lab: Tohoku Steel Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Tohoku Steel Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:14072.18 (735.89)

Analysis last updated: Friday, April 18, 2025 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5313	4.03
$α$	0.1158	8.91
$β$	0.8637	53.67
$γ_{1}$	-0.3053	-2.08
$γ_{2}$	0.1876	0.82
$γ_{3}$	0.6802	3.29
$γ_{4}$	-1.0917	-5.37
$γ_{5}$	0.6974	3.24
$γ_{6}$	-0.4138	-1.54
$γ_{7}$	0.8664	3.06
$γ_{8}$	-1.2255	-5.47
$γ_{9}$	1.1263	3.92

Estimation Period:
Jan 20, 1995 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM