Shinobu Foods Products Co 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 25th, 2026
1 Day
7,926.32
increased by 5,294.69
1 Week
3,664.68
increased by 1,033.05
1 Month
2,855.15
increased by 223.52
Analysis last updated: Thursday, June 25, 2026 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.41 | |
| 0.0689 | 22.21 | |
| 0.9104 | 608.97 | |
| 0.0414 | 7.25 |
Estimation Period:
Aug 8, 1994 to Jun 19, 2026
Aug 8, 1994 to Jun 19, 2026
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