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

V-Lab

Yamashita Health Care Hldgs Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:1,795.42 (-213.56)

Analysis last updated: Thursday, May 8, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8677	4.88
$α$	0.1671	13.36
$β$	0.8278	65.98
$γ_{1}$	-0.1591	-5.94
$γ_{2}$	0.2205	5.41
$γ_{3}$	-0.0470	-1.21

Estimation Period:
Feb 23, 2006 to May 2, 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