Yamaichi Real Estate 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
5,560.52
increased by 3,179.97
1 Week
3,007.73
increased by 627.18
1 Month
1,973.28
decreased by 407.27
Analysis last updated: Thursday, June 4, 2026 at 07:26 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.87 | |
| 0.1455 | 12.81 | |
| 0.8459 | 117.54 | |
| 0.0171 | 0.74 |
Estimation Period:
Jun 20, 2022 to May 29, 2026
Jun 20, 2022 to May 29, 2026
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