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 Wednesday, May 27th, 2026
1 Day
9,274.18
increased by 5,457.29
1 Week
5,076.58
increased by 1,259.69
1 Month
3,852.76
increased by 35.87
Analysis last updated: Wednesday, May 27, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9690 | 9.46 | |
| 0.0936 | 27.25 | |
| 0.8516 | 458.11 | |
| 0.1096 | 15.41 |
Estimation Period:
Oct 1, 1992 to May 22, 2026
Oct 1, 1992 to May 22, 2026
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