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

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Yutaka Trusty Securities Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, October 22nd, 2025:1,570.17 (24.01)

Analysis last updated: Thursday, October 23, 2025 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6355	3.91
$α$	0.1408	12.42
$β$	0.8433	69.97
$γ_{1}$	-0.3847	-7.39
$γ_{2}$	0.6311	7.29
$γ_{3}$	-0.4129	-5.38
$γ_{4}$	0.1710	2.49
$γ_{5}$	0.1163	1.63
$γ_{6}$	-0.3252	-3.05

Estimation Period:
Nov 30, 1995 to Oct 17, 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