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

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Tohoku Steel Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, December 9th, 2025:4,255.73 (1,827.54)

Analysis last updated: Tuesday, December 9, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3911	3.44
$α$	0.1115	7.95
$β$	0.8797	63.01
$γ_{1}$	-0.3746	-3.73
$γ_{2}$	0.7217	5.05
$γ_{3}$	-0.7331	-7.41
$γ_{4}$	0.6905	5.36
$γ_{5}$	-0.3865	-2.66
$γ_{6}$	-0.0075	-0.05

Estimation Period:
Jan 20, 1995 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tohoku Steel Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM