Fukutome Meat Packers 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 15th, 2026
1 Day
4,769.55
decreased by 289.28
1 Week
5,233.36
increased by 174.53
1 Month
4,622.45
decreased by 436.38
Analysis last updated: Saturday, June 13, 2026 at 10:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.32 | |
| 0.0776 | 23.59 | |
| 0.9094 | 522.03 | |
| 0.0260 | 4.89 |
Estimation Period:
Sep 16, 1997 to Jun 12, 2026
Sep 16, 1997 to Jun 12, 2026
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