Nissou 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 Monday, June 1st, 2026
1 Day
2,717.66
increased by 30.73
1 Week
2,783.25
increased by 96.32
1 Month
3,567.07
increased by 880.14
Analysis last updated: Saturday, May 30, 2026 at 11:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.89 | |
| 0.1235 | 16.89 | |
| 0.8875 | 258.14 | |
| -0.0221 | -1.64 |
Estimation Period:
Mar 27, 2020 to May 29, 2026
Mar 27, 2020 to May 29, 2026
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