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

V-Lab

Yutaka Trusty Securities Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, July 10th, 2025:4,985.83 (2,054.29)

Analysis last updated: Thursday, July 10, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1441	0.10
$β$	0.7953	16.18
$γ$	-0.1441	-0.05
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0671	0.11
$λ_{3}$	0.9325	9.40

Estimation Period:
Nov 30, 1995 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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