V-Lab: Yutaka Trusty Securities Co Asymmetric ILLIQ Liquidity Analysis

V-Lab

Yutaka Trusty Securities Co Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, September 18th, 2025:2,243.37 (79.40)

Analysis last updated: Thursday, September 18, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.30
$α$	0.0708	20.15
$β$	0.9135	467.01
$γ$	0.0314	5.47

Estimation Period:
Nov 30, 1995 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Yutaka Trusty Securities Co Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM