Moda-Innochips Co Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, June 23rd, 2026
1 Day
9,019.61
increased by 6,453.14
1 Week
3,544.77
increased by 978.30
1 Month
2,083.73
decreased by 482.74
Analysis last updated: Tuesday, June 23, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3337 | 9.27 | |
| 0.0949 | 23.31 | |
| 0.8211 | 311.96 | |
| 0.1681 | 21.46 |
Estimation Period:
Dec 7, 2005 to Jun 19, 2026
Dec 7, 2005 to Jun 19, 2026
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