V-Lab: Tomita Electric Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Tomita Electric Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:2,330.78 (173.62)

Analysis last updated: Tuesday, September 2, 2025 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.1256	1.42
$β$	0.8837	303.04
$γ$	-0.0429	-0.25
$λ_{1}$	0.1706	13.79
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9991	243.56

Estimation Period:
Jan 4, 1996 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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