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

V-Lab

Yutaka Trusty Securities Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:2,200.07 (98.29)

Analysis last updated: Friday, May 30, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1430	0.10
$β$	0.7951	16.14
$γ$	-0.1430	-0.05
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0668	0.11
$λ_{3}$	0.9329	9.46

Estimation Period:
Nov 30, 1995 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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