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 Friday, June 26th, 2026
1 Day
2,595.31
decreased by 278.68
1 Week
2,947.89
increased by 73.90
1 Month
4,239.44
increased by 1,365.45
Analysis last updated: Friday, June 26, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.84 | |
| 0.1512 | 13.41 | |
| 0.8409 | 116.12 | |
| 0.0158 | 0.72 |
Estimation Period:
Jun 20, 2022 to Jun 19, 2026
Jun 20, 2022 to Jun 19, 2026
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