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

V-Lab

Yamashita Health Care Hldgs Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 16th, 2025:4,972.13 (1,599.09)

Analysis last updated: Sunday, September 14, 2025 at 02:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8878	4.92
$α$	0.1702	13.31
$β$	0.8244	64.42
$γ_{1}$	-0.1523	-6.01
$γ_{2}$	0.2138	5.54
$γ_{3}$	-0.0479	-1.45

Estimation Period:
Feb 23, 2006 to Sep 12, 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