J-Max 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 Tuesday, May 12th, 2026
1 Day
4,732.86
decreased by 131.54
1 Week
4,878.46
increased by 14.06
1 Month
4,598.85
decreased by 265.55
Analysis last updated: Tuesday, May 12, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.94 | |
| 0.0446 | 16.09 | |
| 0.9500 | 622.94 | |
| 0.0108 | 2.06 |
Estimation Period:
Mar 29, 2000 to May 8, 2026
Mar 29, 2000 to May 8, 2026
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