Jorudan Co Ltd Spline 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
13,374.55
increased by 1,388.40
1 Week
12,128.57
increased by 142.42
1 Month
7,998.73
decreased by 3,987.42
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 | |
|---|---|---|
| 0.7334 | 2.94 | |
| 0.1581 | 0.05 | |
| 0.8419 | 0.25 | |
| -0.1836 | -0.32 | |
| 0.1562 | 0.16 | |
| 0.1480 | 0.14 |
Estimation Period:
Apr 21, 2003 to Jun 19, 2026
Apr 21, 2003 to Jun 19, 2026
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