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

V-Lab

Yutaka Trusty Securities Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:6035.52 (-852.40)

Analysis last updated: Wednesday, April 16, 2025 at 12:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6511	3.56
$α$	0.1393	12.25
$β$	0.8472	71.53
$γ_{1}$	-0.4088	-6.93
$γ_{2}$	0.6657	6.67
$γ_{3}$	-0.4157	-4.71
$γ_{4}$	0.1382	1.80
$γ_{5}$	0.1618	1.89
$γ_{6}$	-0.3161	-2.47

Estimation Period:
Nov 30, 1995 to Apr 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