V-Lab: Tsudakoma Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Tsudakoma Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:5,422.94 (-781.86)

Analysis last updated: Sunday, May 18, 2025 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1637	17.65
$β$	0.8472	279.69
$γ$	-0.0938	-4.60
$λ_{1}$	0.0010	56.65
$λ_{2}$	0.0000	0.05
$λ_{3}$	0.9988	4,144.48

Estimation Period:
Oct 1, 1992 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tsudakoma Corp Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ