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

V-Lab

Ibokin Co.,Ltd. Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:5524.00 (-353.30)

Analysis last updated: Sunday, April 27, 2025 at 04:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8367	0.58
$α$	0.1709	0.01
$β$	0.8291	0.04
$γ_{1}$	-0.1726	-0.00

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM