Fuji Ps Corp 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 Thursday, June 18th, 2026
1 Day
2,139.68
decreased by 6.02
1 Week
2,244.13
increased by 98.43
1 Month
1,966.82
decreased by 178.88
Analysis last updated: Thursday, June 18, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.90 | |
| 0.0413 | 20.64 | |
| 0.9368 | 626.62 | |
| 0.0438 | 11.72 |
Estimation Period:
Mar 24, 1995 to Jun 12, 2026
Mar 24, 1995 to Jun 12, 2026
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