Ohmoto Gumi 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, May 18th, 2026
1 Day
4,560.81
increased by 154.75
1 Week
4,178.51
decreased by 227.55
1 Month
3,950.00
decreased by 456.06
Analysis last updated: Saturday, May 16, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.12 | |
| 0.0379 | 18.44 | |
| 0.9474 | 710.19 | |
| 0.0294 | 7.87 |
Estimation Period:
Jan 20, 1995 to May 15, 2026
Jan 20, 1995 to May 15, 2026
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