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

Skip to main content

V-Lab

Yutaka Trusty Securities Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:1,540.78 (139.48)

Analysis last updated: Sunday, November 30, 2025 at 05:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6358	3.95
$α$	0.1403	12.43
$β$	0.8436	70.17
$γ_{1}$	-0.3803	-7.44
$γ_{2}$	0.6249	7.37
$γ_{3}$	-0.4129	-5.49
$γ_{4}$	0.1780	2.63
$γ_{5}$	0.1045	1.50
$γ_{6}$	-0.3146	-3.05

Estimation Period:
Nov 30, 1995 to Nov 28, 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