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 Thursday, June 4th, 2026
1 Day
66.59
increased by 2.27
1 Week
61.00
decreased by 3.32
1 Month
41.82
decreased by 22.50
Analysis last updated: Wednesday, June 3, 2026 at 08:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0990 | 5.29 | |
| 0.1629 | 13.74 | |
| 0.8432 | 470.27 | |
| -0.0122 | -0.58 |
Estimation Period:
Oct 30, 2017 to Jun 2, 2026
Oct 30, 2017 to Jun 2, 2026
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