V-Lab: Daimaru Enawin Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Daimaru Enawin Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, September 18th, 2025:7,142.94 (-43.72)

Analysis last updated: Thursday, September 18, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2634	5.07
$α$	0.0452	8.11
$β$	0.9498	153.27
$γ_{1}$	-0.0058	-2.07

Estimation Period:
Mar 23, 1995 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Daimaru Enawin Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM