Nichiwa Sangyo 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, June 29th, 2026
1 Day
3,864.63
increased by 82.09
1 Week
3,652.62
decreased by 129.92
1 Month
3,750.68
decreased by 31.86
Analysis last updated: Saturday, June 27, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.26 | |
| 0.0561 | 22.25 | |
| 0.9192 | 643.24 | |
| 0.0494 | 10.91 |
Estimation Period:
Sep 30, 1993 to Jun 26, 2026
Sep 30, 1993 to Jun 26, 2026
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