V-Lab: Koyosha Inc Spline ILLIQ Liquidity Analysis

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Koyosha Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:7,173.34 (3,169.68)

Analysis last updated: Sunday, November 30, 2025 at 04:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1269	3.48
$α$	0.1786	13.10
$β$	0.8214	60.26
$γ_{1}$	-0.7664	-5.70
$γ_{2}$	1.1894	6.86
$γ_{3}$	-0.7681	-9.23
$γ_{4}$	0.5465	5.24
$γ_{5}$	-0.2013	-1.74
$γ_{6}$	-0.1254	-1.12

Estimation Period:
Mar 23, 1995 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Koyosha Inc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM