Omikenshi 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, April 17th, 2026
1 Day
5,042.08
decreased by 256.52
1 Week
5,736.39
increased by 437.79
1 Month
3,980.88
decreased by 1,317.72
Analysis last updated: Friday, April 17, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9976 | 9.50 | |
| 0.0940 | 27.23 | |
| 0.8514 | 456.53 | |
| 0.1092 | 15.31 |
Estimation Period:
Oct 1, 1992 to Apr 10, 2026
Oct 1, 1992 to Apr 10, 2026
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