Seigakusya 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 Friday, April 24th, 2026
1 Day
5,858.82
increased by 1,894.16
1 Week
4,110.37
increased by 145.71
1 Month
3,407.08
decreased by 557.58
Analysis last updated: Friday, April 24, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.97 | |
| 0.0914 | 23.79 | |
| 0.8862 | 451.91 | |
| 0.0449 | 6.33 |
Estimation Period:
Sep 8, 2008 to Apr 17, 2026
Sep 8, 2008 to Apr 17, 2026
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