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

V-Lab

Yutaka Trusty Securities Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:2,719.29 (9.91)

Analysis last updated: Sunday, May 18, 2025 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6451	3.64
$α$	0.1392	12.26
$β$	0.8468	71.33
$γ_{1}$	-0.4047	-7.00
$γ_{2}$	0.6596	6.77
$γ_{3}$	-0.4142	-4.80
$γ_{4}$	0.1407	1.87
$γ_{5}$	0.1613	1.92
$γ_{6}$	-0.3342	-2.61

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM