V-Lab: Yokohama Gyorui Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Yokohama Gyorui Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:10,296.04 (271.04)

Analysis last updated: Friday, May 30, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4614	5.55
$α$	0.1186	9.17
$β$	0.8732	62.25
$γ_{1}$	-0.0154	-2.88
$γ_{2}$	0.0291	2.35

Estimation Period:
May 8, 1995 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Yokohama Gyorui Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM