Hokkaidenko Corporation 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, April 20th, 2026
1 Day
3,716.40
increased by 43.88
1 Week
3,672.99
increased by 0.47
1 Month
3,095.73
decreased by 576.79
Analysis last updated: Saturday, April 18, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.34 | |
| 0.0394 | 16.47 | |
| 0.9627 | 737.70 | |
| -0.0042 | -0.91 |
Estimation Period:
Oct 29, 1993 to Apr 17, 2026
Oct 29, 1993 to Apr 17, 2026
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