Kyokuto 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 Tuesday, April 7th, 2026
1 Day
4,405.94
increased by 102.00
1 Week
4,590.55
increased by 286.61
1 Month
3,446.03
decreased by 857.91
Analysis last updated: Tuesday, April 7, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.59 | |
| 0.0678 | 17.90 | |
| 0.9024 | 432.83 | |
| 0.0595 | 8.96 |
Estimation Period:
Apr 29, 2002 to Apr 3, 2026
Apr 29, 2002 to Apr 3, 2026
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