V-Lab: Narasaki Sangyo Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Narasaki Sangyo Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:4885.79 (-215.29)

Analysis last updated: Saturday, May 18, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5868	4.80
$α$	0.1628	14.32
$β$	0.8338	76.18
$γ_{1}$	0.0292	0.49
$γ_{2}$	-0.1132	-1.51
$γ_{3}$	0.2058	5.14
$γ_{4}$	-0.2756	-7.08
$γ_{5}$	0.3474	6.96
$γ_{6}$	-0.3957	-5.97

Estimation Period:
Oct 1, 1992 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Narasaki Sangyo Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM