Matsukiyococokara & Co Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:2.79 (-0.19)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 6.96 | |
| 0.0655 | 23.36 | |
| 0.9238 | 615.84 | |
| 0.0215 | 5.25 |
Estimation Period:
Aug 8, 1994 to Feb 20, 2026
Aug 8, 1994 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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