Taiwan Taxi 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 8th, 2026
1 Day
13,332.83
increased by 11,321.44
1 Week
4,139.18
increased by 2,127.79
1 Month
2,673.57
increased by 662.18
Analysis last updated: Sunday, June 7, 2026 at 02:38 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.29 | |
| 0.1928 | 4.64 | |
| 0.8124 | 73.34 | |
| -0.0104 | -0.13 |
Estimation Period:
Jul 25, 2011 to Jun 5, 2026
Jul 25, 2011 to Jun 5, 2026
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