V-Lab: Yamashita Health Care Hldgs Spline ILLIQ Liquidity Analysis

V-Lab

Yamashita Health Care Hldgs Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 14th, 2025:11699.91 (-1229.80)

Analysis last updated: Monday, April 14, 2025 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8851	5.01
$α$	0.1658	13.37
$β$	0.8297	66.76
$γ_{1}$	-0.1608	-5.78
$γ_{2}$	0.2200	5.24
$γ_{3}$	-0.0352	-0.90

Estimation Period:
Feb 23, 2006 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Yamashita Health Care Hldgs Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM