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

V-Lab

Yutaka Trusty Securities Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:4,703.39 (487.76)

Analysis last updated: Thursday, May 8, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1428	0.10
$β$	0.7957	16.17
$γ$	-0.1428	-0.05
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0668	0.11
$λ_{3}$	0.9330	9.48

Estimation Period:
Nov 30, 1995 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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