Shirohato 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, April 1st, 2026
1 Day
5,340.72
decreased by 900.61
1 Week
6,983.28
increased by 741.95
1 Month
5,101.79
decreased by 1,139.54
Analysis last updated: Wednesday, April 1, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.31 | |
| 0.1464 | 28.74 | |
| 0.8267 | 332.93 | |
| 0.0538 | 5.90 |
Estimation Period:
Apr 23, 2014 to Mar 27, 2026
Apr 23, 2014 to Mar 27, 2026
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