V-Lab: Ibokin Co.,Ltd. ILLIQ-MFMEM Liquidity Analysis

V-Lab

Ibokin Co.,Ltd. ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:5320.88 (-315.01)

Analysis last updated: Sunday, April 27, 2025 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$α$	0.1492	37.33
$β$	0.8629	259.21
$γ$	-0.0247	-9.44
$λ_{1}$	1,876.6920

Estimation Period:
Aug 2, 2018 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ibokin Co.,Ltd. Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ