Mikikogyo 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 Wednesday, July 1st, 2026
1 Day
5,515.84
increased by 3,477.96
1 Week
2,953.09
increased by 915.21
1 Month
2,552.06
increased by 514.18
Analysis last updated: Wednesday, July 1, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.69 | |
| 0.0810 | 21.89 | |
| 0.8998 | 475.84 | |
| 0.0383 | 5.14 |
Estimation Period:
Nov 3, 2003 to Jun 26, 2026
Nov 3, 2003 to Jun 26, 2026
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