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 22nd, 2025:3,436.77 (-279.64)

Analysis last updated: Thursday, May 22, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1431	0.10
$β$	0.7950	16.12
$γ$	-0.1431	-0.05
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0669	0.11
$λ_{3}$	0.9328	9.45

Estimation Period:
Nov 30, 1995 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Yutaka Trusty Securities Co Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ