V-Lab: Seiko Corp (Machinery) Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Seiko Corp (Machinery) Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, March 13th, 2025:6099.38 (-207.71)

Analysis last updated: Thursday, March 13, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.73
$α$	0.0677	20.15
$β$	0.9306	607.81
$γ$	0.0036	0.65

Estimation Period:
Jan 23, 1995 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Seiko Corp (Machinery) Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM