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

V-Lab

Yutaka Trusty Securities Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 14th, 2025:4,310.80 (306.34)

Analysis last updated: Sunday, July 13, 2025 at 06:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6405	3.75
$α$	0.1418	12.37
$β$	0.8432	69.79
$γ_{1}$	-0.3975	-7.20
$γ_{2}$	0.6493	7.01
$γ_{3}$	-0.4142	-5.05
$γ_{4}$	0.1535	2.14
$γ_{5}$	0.1422	1.85
$γ_{6}$	-0.3279	-2.91

Estimation Period:
Nov 30, 1995 to Jul 11, 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