Takizawa HAM 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 15th, 2026
1 Day
4,673.73
increased by 1,479.63
1 Week
3,694.69
increased by 500.59
1 Month
3,249.26
increased by 55.16
Analysis last updated: Saturday, June 13, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.52 | |
| 0.0672 | 20.91 | |
| 0.9352 | 652.15 | |
| -0.0047 | -0.87 |
Estimation Period:
Jan 25, 1995 to Jun 12, 2026
Jan 25, 1995 to Jun 12, 2026
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