Nihon Seima 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 Monday, June 1st, 2026
1 Day
6,120.41
increased by 1,959.09
1 Week
4,838.97
increased by 677.65
1 Month
4,268.91
increased by 107.59
Analysis last updated: Saturday, May 30, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.29 | |
| 0.0628 | 20.31 | |
| 0.8959 | 536.13 | |
| 0.0826 | 15.78 |
Estimation Period:
Oct 1, 1992 to May 29, 2026
Oct 1, 1992 to May 29, 2026
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