Asahimatsu Foods 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, May 13th, 2026
1 Day
3,686.61
increased by 939.13
1 Week
2,726.66
decreased by 20.82
1 Month
2,033.89
decreased by 713.59
Analysis last updated: Wednesday, May 13, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.11 | |
| 0.0745 | 23.29 | |
| 0.9335 | 672.03 | |
| -0.0159 | -3.20 |
Estimation Period:
Mar 17, 1995 to May 8, 2026
Mar 17, 1995 to May 8, 2026
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