Yutaka Foods Corp 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, June 2nd, 2026
1 Day
4,706.27
increased by 1,769.72
1 Week
3,373.13
increased by 436.58
1 Month
2,971.38
increased by 34.83
Analysis last updated: Tuesday, June 2, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.94 | |
| 0.0767 | 24.35 | |
| 0.9286 | 582.93 | |
| -0.0107 | -2.20 |
Estimation Period:
Mar 24, 1995 to May 29, 2026
Mar 24, 1995 to May 29, 2026
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