Tsi 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 Wednesday, June 24th, 2026
1 Day
126.15
increased by 9.49
1 Week
101.56
decreased by 15.10
1 Month
90.49
decreased by 26.17
Analysis last updated: Wednesday, June 24, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0977 | 5.23 | |
| 0.1619 | 13.73 | |
| 0.8433 | 469.00 | |
| -0.0102 | -0.49 |
Estimation Period:
Oct 30, 2017 to Jun 19, 2026
Oct 30, 2017 to Jun 19, 2026
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