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

V-Lab

Yutaka Trusty Securities Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:4,525.16 (414.95)

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
$ω$	0.6477	3.61
$α$	0.1390	12.26
$β$	0.8473	71.53
$γ_{1}$	-0.4060	-6.97
$γ_{2}$	0.6617	6.73
$γ_{3}$	-0.4149	-4.77
$γ_{4}$	0.1405	1.85
$γ_{5}$	0.1598	1.89
$γ_{6}$	-0.3232	-2.53

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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