V-Lab: Tsudakoma Corp Spline ILLIQ Liquidity Analysis

V-Lab

Tsudakoma Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:5,938.28 (-917.40)

Analysis last updated: Sunday, May 18, 2025 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9593	2.05
$α$	0.1794	16.14
$β$	0.8193	71.17
$γ_{1}$	-0.1232	-3.02
$γ_{2}$	0.1931	3.01
$γ_{3}$	-0.0860	-2.27
$γ_{4}$	0.0531	1.74

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM