V-Lab: Saison Technology Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Saison Technology Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:1,940.54 (89.80)

Analysis last updated: Wednesday, July 30, 2025 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.1516	4.46
$β$	0.8517	311.62
$γ$	-0.0717	-1.12
$λ_{1}$	0.8990	25.48
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9993	1,135.52

Estimation Period:
Jan 20, 1995 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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