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

V-Lab

Tomita Electric Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:5,639.97 (191.47)

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
$ω$	1.1137	4.22
$α$	0.1350	12.65
$β$	0.8637	79.81
$γ_{1}$	-0.2395	-3.03
$γ_{2}$	0.3425	2.76
$γ_{3}$	-0.2062	-2.74
$γ_{4}$	0.3638	4.58

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tomita Electric Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM