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 Monday, May 25th, 2026
1 Day
5,653.08
decreased by 599.79
1 Week
5,112.77
decreased by 1,140.10
1 Month
3,901.84
decreased by 2,351.03
Analysis last updated: Saturday, May 23, 2026 at 10:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.69 | |
| 0.0967 | 31.95 | |
| 0.8823 | 476.14 | |
| 0.0420 | 8.15 |
Estimation Period:
Apr 21, 2003 to May 22, 2026
Apr 21, 2003 to May 22, 2026
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