Jorudan 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, June 24th, 2026
1 Day
10,085.52
increased by 826.09
1 Week
9,271.18
increased by 11.75
1 Month
6,390.95
decreased by 2,868.48
Analysis last updated: Wednesday, June 24, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.71 | |
| 0.0967 | 32.08 | |
| 0.8825 | 477.53 | |
| 0.0417 | 8.12 |
Estimation Period:
Apr 21, 2003 to Jun 19, 2026
Apr 21, 2003 to Jun 19, 2026
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