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

V-Lab

Yutaka Trusty Securities Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:1,722.00 (79.38)

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
$ω$	0.6441	3.65
$α$	0.1389	12.26
$β$	0.8469	71.39
$γ_{1}$	-0.4034	-7.01
$γ_{2}$	0.6578	6.79
$γ_{3}$	-0.4140	-4.83
$γ_{4}$	0.1423	1.90
$γ_{5}$	0.1593	1.91
$γ_{6}$	-0.3353	-2.63

Estimation Period:
Nov 30, 1995 to May 23, 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