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, July 6th, 2026
1 Day
2,050.26
decreased by 74.38
1 Week
2,076.38
decreased by 48.26
1 Month
2,138.37
increased by 13.73
Analysis last updated: Saturday, July 4, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.35 | |
| 0.0393 | 16.69 | |
| 0.9626 | 734.84 | |
| -0.0039 | -0.90 |
Estimation Period:
Oct 29, 1993 to Jul 3, 2026
Oct 29, 1993 to Jul 3, 2026
Other Hokkaidenko Corporation Analyses
Other Asymmetric ILLIQ Analyses on International Equities