V-Lab: Takachiho Co Ltd Spline ILLIQ Liquidity Analysis

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Takachiho Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 30th, 2025:6,559.96 (-182.41)

Analysis last updated: Thursday, October 30, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9078	4.01
$α$	0.0994	10.25
$β$	0.8781	72.37
$γ_{1}$	0.4254	4.18
$γ_{2}$	-0.8942	-6.37
$γ_{3}$	0.8791	8.75
$γ_{4}$	-0.8840	-8.58
$γ_{5}$	0.7848	7.34
$γ_{6}$	-0.2789	-2.17
$γ_{7}$	-0.2711	-1.86
$γ_{8}$	0.5905	3.46

Estimation Period:
Jan 20, 1995 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Takachiho Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM